+22.3%
DIS vs SPMO
+526.3%
-504.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.5% | +2.7% | -6.2% | -5.2% |
| 30D | +1.0% | +1.1% | -0.1% | 0.0% |
| 3M | +5.7% | +2.0% | +3.6% | +2.2% |
| 6M | +3.3% | +26.5% | -23.3% | -14.8% |
| YTD | -7.7% | +26.5% | -34.2% | -24.0% |
| 1Y | -10.0% | +27.9% | -37.9% | -26.6% |
| 3Y | +31.7% | +160.4% | -128.7% | -37.0% |
| 5Y | -42.2% | +151.5% | -193.7% | -71.6% |
| 10Y | +22.3% | +526.3% | -504.0% | -60.1% |
| All | +22.3% | +526.3% | -504.0% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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