+31.9%
DIS vs SPXS
-99.5%
+131.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.1% |
| 7D | +1.9% | -7.5% | +9.4% | -0.6% |
| 30D | +9.2% | +5.3% | +3.8% | +11.6% |
| 3M | +13.5% | +9.7% | +3.8% | +17.9% |
| 6M | +14.3% | -4.6% | +18.8% | +14.0% |
| YTD | +5.4% | -25.8% | +31.1% | -2.2% |
| 1Y | +12.2% | -28.8% | +40.9% | +2.9% |
| 3Y | +37.2% | -80.2% | +117.4% | -10.3% |
| 5Y | -23.1% | -83.2% | +60.1% | -44.2% |
| All | +31.9% | -99.5% | +131.4% | -53.7% |
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