+38.0%
DIS vs SM
-8.5%
+46.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | -0.1% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +10.3% | -17.3% | +27.6% | +11.8% |
| 3M | +15.6% | -3.6% | +19.2% | +14.9% |
| 6M | +15.1% | +2.9% | +12.2% | +12.6% |
| YTD | +6.0% | +70.2% | -64.2% | -7.2% |
| 1Y | +5.7% | +66.5% | -60.8% | -7.3% |
| All | +38.0% | -8.5% | +46.5% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling