+303.8%
DIS vs SPYG
+535.5%
-231.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -1.0% |
| 7D | +0.6% | -1.5% | +2.1% | +1.6% |
| 30D | +10.3% | -7.2% | +17.5% | +16.7% |
| 3M | +15.6% | -4.6% | +20.2% | +19.3% |
| 6M | +15.1% | -1.2% | +16.4% | +14.5% |
| YTD | +6.0% | +9.3% | -3.3% | -3.6% |
| 1Y | +5.7% | +8.8% | -3.2% | -3.7% |
| 3Y | +39.8% | +93.3% | -53.5% | -23.8% |
| 5Y | -23.9% | +71.7% | -95.6% | -54.3% |
| 10Y | +32.9% | +399.8% | -366.8% | -69.0% |
| All | +303.8% | +535.5% | -231.7% | -48.9% |
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