-10.1%
DIS vs SPYG
+22.6%
-32.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +3.5% | -0.4% | +3.9% | +3.6% |
| 3M | +6.8% | +0.5% | +6.3% | +6.8% |
| 6M | +3.0% | +17.5% | -14.5% | -3.6% |
| YTD | -6.7% | +14.3% | -21.1% | -12.5% |
| 1Y | -10.1% | +21.7% | -31.8% | -13.9% |
| All | -10.1% | +22.6% | -32.7% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling