-29.8%
DIS vs SPMO
+109.7%
-139.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | -0.3% |
| 7D | +5.3% | -1.9% | +7.2% | +6.2% |
| 30D | +10.2% | -14.1% | +24.3% | +19.2% |
| 3M | +13.5% | -13.1% | +26.6% | +21.5% |
| 6M | +11.1% | -9.4% | +20.5% | +12.6% |
| YTD | +5.5% | +9.5% | -4.0% | -7.6% |
| 1Y | +9.1% | +10.5% | -1.4% | -5.2% |
| 3Y | +36.0% | +124.4% | -88.4% | -38.3% |
| 5Y | -29.8% | +110.5% | -140.3% | -67.9% |
| All | -29.8% | +109.7% | -139.5% | -67.9% |
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