+8.3%
DIS vs SPG
+34.3%
-26.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +2.7% |
| 7D | +9.1% | +8.2% | +0.9% | +5.0% |
| 30D | +14.8% | +13.5% | +1.3% | +7.9% |
| 3M | +21.2% | +2.2% | +18.9% | +19.8% |
| 6M | +18.3% | +15.9% | +2.4% | +8.9% |
| YTD | +5.4% | +27.6% | -22.2% | -8.3% |
| 1Y | +8.3% | +30.9% | -22.7% | -7.0% |
| All | +8.3% | +34.3% | -26.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling