+7.2%
DIS vs SPG
+31.7%
-24.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +5.2% | +4.9% | +0.3% | +2.8% |
| 30D | +11.5% | +15.6% | -4.1% | +3.8% |
| 3M | +11.5% | +4.1% | +7.5% | +9.3% |
| 6M | +8.9% | +13.6% | -4.7% | +1.4% |
| YTD | +3.4% | +27.5% | -24.1% | -9.9% |
| 1Y | +7.2% | +32.2% | -25.0% | -8.7% |
| All | +7.2% | +31.7% | -24.5% | -8.7% |
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