+36.0%
DIS vs SPYG
+92.9%
-56.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +0.7% |
| 7D | +5.3% | 0.0% | +5.3% | +5.2% |
| 30D | +10.2% | -8.4% | +18.6% | +14.9% |
| 3M | +13.5% | -6.2% | +19.8% | +16.8% |
| 6M | +11.1% | -1.8% | +12.9% | +11.0% |
| YTD | +5.5% | +8.4% | -2.9% | -0.5% |
| 1Y | +9.1% | +10.1% | -0.9% | +1.9% |
| 3Y | +36.0% | +94.9% | -59.0% | -2.6% |
| All | +36.0% | +92.9% | -56.9% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling