-31.6%
DIS vs SNPS
+28.8%
-60.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.5% |
| 7D | +5.7% | -10.2% | +15.9% | +8.0% |
| 30D | +12.7% | -12.8% | +25.5% | +15.6% |
| 3M | +15.2% | +9.9% | +5.3% | +11.6% |
| 6M | +17.6% | -12.4% | +29.9% | +19.3% |
| YTD | +3.8% | -6.3% | +10.1% | +2.8% |
| 1Y | +6.8% | +7.6% | -0.8% | +2.0% |
| 3Y | +42.1% | -9.8% | +51.9% | +26.5% |
| All | -31.6% | +28.8% | -60.5% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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