+31.9%
DIS vs SM
+18.0%
+13.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.9% | +9.4% | -7.5% | +0.8% |
| 30D | +9.2% | -14.4% | +23.5% | +10.6% |
| 3M | +13.5% | +1.6% | +12.0% | +12.6% |
| 6M | +14.3% | +6.3% | +7.9% | +12.0% |
| YTD | +5.4% | +78.8% | -73.4% | -3.7% |
| 1Y | +12.2% | +83.1% | -71.0% | +2.0% |
| 3Y | +37.2% | -5.9% | +43.1% | +32.2% |
| 5Y | -23.1% | +4.8% | -27.9% | -28.6% |
| All | +31.9% | +18.0% | +13.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling