-23.9%
DIS vs SM
-0.4%
-23.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | -0.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +10.3% | -17.3% | +27.6% | +12.6% |
| 3M | +15.6% | -3.6% | +19.2% | +15.0% |
| 6M | +15.1% | +2.9% | +12.2% | +12.3% |
| YTD | +6.0% | +70.2% | -64.2% | -7.0% |
| 1Y | +5.7% | +66.5% | -60.8% | -7.1% |
| 3Y | +39.8% | -8.2% | +48.0% | +31.3% |
| 5Y | -23.9% | -1.5% | -22.4% | -31.2% |
| All | -23.9% | -0.4% | -23.5% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling