+36.3%
DIS vs SPXS
-99.5%
+135.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.4% |
| 7D | +4.4% | +0.4% | +4.0% | +5.0% |
| 30D | +10.3% | +10.8% | -0.5% | +14.7% |
| 3M | +15.5% | +9.6% | +5.9% | +19.9% |
| 6M | +11.2% | -4.7% | +15.9% | +10.8% |
| YTD | +5.6% | -24.6% | +30.1% | -1.5% |
| 1Y | +7.7% | -24.6% | +32.3% | +0.9% |
| 3Y | +39.3% | -79.8% | +119.0% | -8.3% |
| 5Y | -29.5% | -83.3% | +53.8% | -49.0% |
| 10Y | +36.3% | -99.5% | +135.7% | -50.7% |
| All | +36.3% | -99.5% | +135.7% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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