+36.6%
DIS vs SM
+4.9%
+31.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.8% | +2.3% |
| 7D | +5.3% | -22.3% | +27.6% | +8.0% |
| 30D | +10.2% | -21.4% | +31.6% | +12.8% |
| 3M | +13.5% | +1.4% | +12.2% | +12.5% |
| 6M | +11.1% | +0.1% | +11.0% | +9.6% |
| YTD | +5.5% | +59.0% | -53.4% | -2.3% |
| 1Y | +9.1% | +64.3% | -55.2% | +0.5% |
| 3Y | +36.0% | -13.1% | +49.1% | +32.3% |
| 5Y | -29.8% | -13.9% | -16.0% | -33.5% |
| 10Y | +36.6% | +1.7% | +34.9% | -10.0% |
| All | +36.6% | +4.9% | +31.7% | -10.0% |
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