+22.3%
DIS vs SPYG
+412.5%
-390.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | -3.5% | +0.3% | -3.8% | -3.8% |
| 30D | +1.0% | -1.7% | +2.7% | +2.2% |
| 3M | +5.7% | +3.6% | +2.0% | +2.1% |
| 6M | +3.3% | +16.6% | -13.3% | -9.3% |
| YTD | -7.7% | +13.4% | -21.1% | -17.4% |
| 1Y | -10.0% | +19.6% | -29.5% | -23.1% |
| 3Y | +31.7% | +99.8% | -68.0% | -28.1% |
| 5Y | -42.2% | +85.0% | -127.2% | -66.7% |
| 10Y | +22.3% | +422.1% | -399.8% | -68.1% |
| All | +22.3% | +412.5% | -390.2% | -68.1% |
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