+34.8%
DIS vs SPYG
+103.0%
-68.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +0.4% | -3.0% | -2.8% |
| 30D | +3.5% | -0.4% | +3.9% | +3.7% |
| 3M | +6.8% | +0.5% | +6.3% | +6.2% |
| 6M | +3.0% | +17.5% | -14.5% | -6.4% |
| YTD | -6.7% | +14.3% | -21.1% | -14.1% |
| 1Y | -10.1% | +21.7% | -31.8% | -20.4% |
| All | +34.8% | +103.0% | -68.2% | -10.7% |
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