+8.3%
DIS vs SPYM
+14.7%
-6.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.1% |
| 7D | +9.1% | -0.7% | +9.8% | +9.5% |
| 30D | +14.8% | -1.1% | +15.9% | +15.5% |
| 3M | +21.2% | -0.3% | +21.5% | +21.3% |
| 6M | +18.3% | +7.3% | +11.0% | +11.0% |
| YTD | +5.4% | +13.4% | -8.0% | -5.9% |
| 1Y | +8.3% | +14.8% | -6.6% | -4.7% |
| All | +8.3% | +14.7% | -6.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling