+36.6%
DIS vs SPG
+117.3%
-80.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.3% |
| 7D | +5.3% | +5.1% | +0.2% | +3.4% |
| 30D | +10.2% | +16.8% | -6.6% | +4.0% |
| 3M | +13.5% | +5.7% | +7.9% | +11.2% |
| 6M | +11.1% | +17.8% | -6.7% | +4.3% |
| YTD | +5.5% | +30.1% | -24.6% | -4.6% |
| 1Y | +9.1% | +32.8% | -23.7% | -2.1% |
| 3Y | +36.0% | +137.2% | -101.2% | -2.2% |
| 5Y | -29.8% | +81.5% | -111.3% | -45.4% |
| 10Y | +36.6% | +116.5% | -79.9% | -9.6% |
| All | +36.6% | +117.3% | -80.7% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling