+947.8%
DIS vs SPG
+5,256.9%
-4,309.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.6% | -2.4% | -0.2% | -1.7% |
| 30D | +3.5% | -6.8% | +10.3% | +6.1% |
| 3M | +6.8% | +2.7% | +4.1% | +5.7% |
| 6M | +3.0% | +5.5% | -2.5% | +0.8% |
| YTD | -6.7% | +15.7% | -22.4% | -11.7% |
| 1Y | -10.1% | +20.9% | -30.9% | -16.3% |
| 3Y | +33.0% | +112.4% | -79.3% | +0.4% |
| 5Y | -40.0% | +101.4% | -141.3% | -54.2% |
| 10Y | +21.1% | +60.6% | -39.6% | -11.4% |
| All | +947.8% | +5,256.9% | -4,309.1% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling