-31.9%
DIS vs SM
-11.5%
-20.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +5.2% | -25.9% | +31.1% | +9.1% |
| 30D | +11.5% | -15.1% | +26.6% | +13.3% |
| 3M | +11.5% | +4.9% | +6.7% | +9.5% |
| 6M | +8.9% | +6.1% | +2.7% | +5.6% |
| YTD | +3.4% | +63.4% | -60.0% | -8.6% |
| 1Y | +7.2% | +72.5% | -65.3% | -6.5% |
| 3Y | +43.3% | -16.9% | +60.2% | +36.8% |
| All | -31.9% | -11.5% | -20.4% | -37.7% |
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