-23.9%
DIS vs SPG
+86.1%
-110.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | +2.7% | -2.1% | -0.9% |
| 30D | +10.3% | +16.6% | -6.3% | +1.5% |
| 3M | +15.6% | +8.1% | +7.5% | +10.7% |
| 6M | +15.1% | +19.3% | -4.2% | +4.2% |
| YTD | +6.0% | +31.1% | -25.1% | -9.0% |
| 1Y | +5.7% | +32.8% | -27.1% | -9.9% |
| 3Y | +39.8% | +135.8% | -96.0% | -15.6% |
| 5Y | -23.9% | +85.1% | -109.0% | -50.4% |
| All | -23.9% | +86.1% | -110.0% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling