+36.0%
DIS vs SN
+639.7%
-603.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +5.7% | +3.8% | +1.9% | +5.1% |
| 30D | +12.7% | +17.5% | -4.9% | +9.7% |
| 3M | +15.2% | +19.2% | -4.0% | +11.7% |
| 6M | +17.6% | +84.9% | -67.4% | +5.8% |
| YTD | +3.8% | +94.0% | -90.2% | -7.9% |
| 1Y | +6.8% | +151.3% | -144.6% | -9.5% |
| 3Y | +42.1% | +387.1% | -344.9% | +13.6% |
| All | +36.0% | +639.7% | -603.7% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling