+22.3%
DIS vs SPMO
+504.7%
-482.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.9% | +9.8% | -8.9% | -4.7% |
| 30D | +8.9% | -9.2% | +18.1% | +14.6% |
| 3M | +14.5% | -11.0% | +25.5% | +21.5% |
| 6M | +12.2% | -6.6% | +18.9% | +12.8% |
| YTD | +4.7% | +13.3% | -8.6% | -8.3% |
| 1Y | +2.8% | +12.7% | -9.8% | -9.6% |
| 3Y | +38.1% | +127.5% | -89.3% | -27.5% |
| 5Y | -23.6% | +117.4% | -141.0% | -58.8% |
| 10Y | +31.4% | +469.5% | -438.1% | -56.1% |
| All | +22.3% | +504.7% | -482.4% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling