+15.7%
DIS vs SPCH
-59.6%
+75.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.8% | -17.2% | -0.3% |
| 7D | +5.2% | -3.0% | +8.3% | +5.2% |
| 30D | +11.5% | -39.8% | +51.3% | +11.1% |
| 3M | +11.5% | +16.8% | -5.3% | +11.4% |
| All | +15.7% | -59.6% | +75.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 3y: compounded portfolio wealth divided by compounded SPCH 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…
3y analysis · Full analysis span regression · Available span rolling