-42.2%
DIS vs SPMO
+149.2%
-191.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.5% | +2.7% | -6.2% | -5.1% |
| 30D | +1.0% | +1.1% | -0.1% | +0.1% |
| 3M | +5.7% | +2.0% | +3.6% | +2.1% |
| 6M | +3.3% | +26.5% | -23.3% | -15.8% |
| YTD | -7.7% | +26.5% | -34.2% | -24.9% |
| 1Y | -10.0% | +27.9% | -37.9% | -27.6% |
| 3Y | +31.7% | +160.4% | -128.7% | -44.9% |
| 5Y | -42.2% | +151.5% | -193.7% | -75.9% |
| All | -42.2% | +149.2% | -191.4% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling