-25.6%
DIS vs SMR
+11.2%
-36.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +15.3% | -15.5% | -1.0% |
| 7D | -1.1% | +21.4% | -22.5% | -2.1% |
| 30D | +0.1% | +13.8% | -13.7% | -0.6% |
| 3M | +7.1% | +3.9% | +3.2% | +6.4% |
| 6M | +4.3% | -4.2% | +8.5% | +3.5% |
| YTD | -6.9% | -21.1% | +14.2% | -7.1% |
| 1Y | -10.3% | -67.1% | +56.8% | -7.9% |
| 3Y | +32.8% | +88.9% | -56.0% | +20.4% |
| All | -25.6% | +11.2% | -36.9% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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