-15.5%
DIS vs SITM
+3,535.1%
-3,550.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.3% | -6.0% | -0.3% |
| 7D | +0.6% | +17.2% | -16.6% | -1.4% |
| 30D | +10.3% | -17.1% | +27.4% | +11.8% |
| 3M | +15.6% | -29.2% | +44.7% | +18.4% |
| 6M | +15.1% | -47.6% | +62.7% | +20.6% |
| YTD | +6.0% | +33.8% | -27.8% | -3.2% |
| 1Y | +5.7% | +54.1% | -48.4% | -5.5% |
| 3Y | +39.8% | +337.6% | -297.8% | +0.6% |
| 5Y | -23.9% | +89.7% | -113.6% | -43.1% |
| All | -15.5% | +3,535.1% | -3,550.6% | -57.5% |
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