+302.0%
DIS vs SPYG
+530.1%
-228.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | -0.2% |
| 7D | +5.3% | 0.0% | +5.3% | +5.1% |
| 30D | +10.2% | -8.4% | +18.6% | +18.0% |
| 3M | +13.5% | -6.2% | +19.8% | +18.9% |
| 6M | +11.1% | -1.8% | +12.9% | +11.0% |
| YTD | +5.5% | +8.4% | -2.9% | -3.3% |
| 1Y | +9.1% | +10.1% | -0.9% | -1.5% |
| 3Y | +36.0% | +94.9% | -59.0% | -26.5% |
| 5Y | -29.8% | +68.5% | -98.3% | -57.2% |
| 10Y | +36.6% | +392.2% | -355.6% | -67.7% |
| All | +302.0% | +530.1% | -228.1% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling