+23.2%
DIS vs SPMO
+484.3%
-461.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | -0.6% |
| 7D | +5.3% | -1.9% | +7.2% | +6.3% |
| 30D | +10.2% | -14.1% | +24.3% | +20.0% |
| 3M | +13.5% | -13.1% | +26.6% | +22.2% |
| 6M | +11.1% | -9.4% | +20.5% | +13.7% |
| YTD | +5.5% | +9.5% | -4.0% | -5.7% |
| 1Y | +9.1% | +10.5% | -1.4% | -3.1% |
| 3Y | +36.0% | +124.4% | -88.4% | -28.3% |
| 5Y | -29.8% | +110.5% | -140.3% | -61.4% |
| 10Y | +36.6% | +450.3% | -413.7% | -53.4% |
| All | +23.2% | +484.3% | -461.1% | -58.7% |
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