+32.9%
DIS vs SPYG
+400.9%
-367.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.9% |
| 7D | +0.6% | -1.5% | +2.1% | +1.6% |
| 30D | +10.3% | -7.2% | +17.5% | +16.2% |
| 3M | +15.6% | -4.6% | +20.2% | +19.0% |
| 6M | +15.1% | -1.2% | +16.4% | +14.6% |
| YTD | +6.0% | +9.3% | -3.3% | -3.0% |
| 1Y | +5.7% | +8.8% | -3.2% | -3.1% |
| 3Y | +39.8% | +93.3% | -53.5% | -22.2% |
| 5Y | -23.9% | +71.7% | -95.6% | -53.7% |
| 10Y | +32.9% | +399.8% | -366.8% | -64.2% |
| All | +32.9% | +400.9% | -367.9% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling