-41.5%
DIS vs SPYG
+84.3%
-125.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | -1.1% | +1.2% | -2.3% | -1.9% |
| 30D | +0.1% | -1.6% | +1.7% | +1.2% |
| 3M | +7.1% | +3.4% | +3.7% | +4.0% |
| 6M | +4.3% | +18.9% | -14.6% | -9.1% |
| YTD | -6.9% | +13.8% | -20.7% | -16.3% |
| 1Y | -10.3% | +20.6% | -30.9% | -23.2% |
| 3Y | +32.8% | +100.5% | -67.7% | -27.0% |
| 5Y | -41.5% | +84.6% | -126.1% | -67.4% |
| All | -41.5% | +84.3% | -125.8% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling