+12.2%
DIS vs SPG
+33.2%
-21.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +1.9% | +2.0% | -0.1% | +0.9% |
| 30D | +9.2% | +17.2% | -8.1% | +1.0% |
| 3M | +13.5% | +6.3% | +7.2% | +10.1% |
| 6M | +14.3% | +18.7% | -4.4% | +3.9% |
| YTD | +5.4% | +30.1% | -24.7% | -9.0% |
| 1Y | +12.2% | +32.8% | -20.6% | -4.0% |
| All | +12.2% | +33.2% | -21.0% | -4.0% |
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