+36.6%
DIS vs SPGI
+335.6%
-299.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +5.3% | -0.9% | +6.2% | +5.7% |
| 30D | +10.2% | +15.5% | -5.3% | +3.0% |
| 3M | +13.5% | +15.7% | -2.1% | +5.8% |
| 6M | +11.1% | +19.1% | -7.9% | +1.3% |
| YTD | +5.5% | -4.1% | +9.6% | +5.6% |
| 1Y | +9.1% | +1.2% | +7.9% | +6.1% |
| 3Y | +36.0% | +31.6% | +4.4% | +13.8% |
| 5Y | -29.8% | +12.4% | -42.3% | -37.7% |
| 10Y | +36.6% | +334.3% | -297.7% | -27.4% |
| All | +36.6% | +335.6% | -299.0% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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