-25.6%
DIS vs SITM
+4,608.4%
-4,634.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.3% | -2.5% |
| 7D | -2.6% | +9.7% | -12.3% | -3.6% |
| 30D | +3.5% | +12.7% | -9.2% | +1.4% |
| 3M | +6.8% | -13.4% | +20.2% | +6.8% |
| 6M | +3.0% | +59.6% | -56.6% | -5.9% |
| YTD | -6.7% | +73.3% | -80.0% | -16.3% |
| 1Y | -10.1% | +165.5% | -175.6% | -24.8% |
| 3Y | +33.0% | +368.7% | -335.7% | -3.7% |
| 5Y | -40.0% | +172.5% | -212.5% | -56.6% |
| All | -25.6% | +4,608.4% | -4,634.0% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling