+37.2%
DIS vs SN
+650.0%
-612.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.7% |
| 7D | +0.9% | +1.4% | -0.5% | +0.6% |
| 30D | +8.9% | +16.6% | -7.7% | +6.1% |
| 3M | +14.5% | +18.3% | -3.7% | +11.2% |
| 6M | +12.2% | +103.1% | -90.8% | -0.5% |
| YTD | +4.7% | +96.7% | -92.0% | -7.3% |
| 1Y | +2.8% | +134.3% | -131.5% | -11.7% |
| 3Y | +38.1% | +425.2% | -387.1% | +9.9% |
| All | +37.2% | +650.0% | -612.8% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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