+643.3%
DIS vs SNY
+242.6%
+400.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -3.5% | -3.6% | +0.1% | -2.1% |
| 30D | +1.0% | -1.4% | +2.4% | +1.5% |
| 3M | +5.7% | -4.2% | +9.9% | +7.3% |
| 6M | +3.3% | +2.0% | +1.3% | +2.2% |
| YTD | -7.7% | -6.7% | -1.1% | -5.6% |
| 1Y | -10.0% | -4.7% | -5.3% | -9.0% |
| 3Y | +31.7% | -8.1% | +39.8% | +29.6% |
| 5Y | -42.2% | +8.2% | -50.4% | -48.4% |
| 10Y | +22.3% | +64.8% | -42.5% | -13.4% |
| All | +643.3% | +242.6% | +400.8% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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