-22.5%
DIS vs SPGI
+15.2%
-37.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +1.9% | +1.2% | +0.7% | +1.4% |
| 30D | +9.2% | +15.9% | -6.8% | +2.3% |
| 3M | +13.5% | +12.3% | +1.2% | +7.7% |
| 6M | +14.3% | +23.7% | -9.4% | +3.2% |
| YTD | +5.4% | -3.5% | +8.9% | +5.8% |
| 1Y | +12.2% | +0.4% | +11.7% | +10.2% |
| 3Y | +37.2% | +29.9% | +7.3% | +14.7% |
| All | -22.5% | +15.2% | -37.7% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling