-10.1%
DIS vs SPYM
+20.9%
-31.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.5% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +3.5% | +0.1% | +3.4% | +3.4% |
| 3M | +6.8% | +2.0% | +4.8% | +5.3% |
| 6M | +3.0% | +13.1% | -10.1% | -6.4% |
| YTD | -6.7% | +13.6% | -20.3% | -15.7% |
| 1Y | -10.1% | +20.1% | -30.1% | -19.4% |
| All | -10.1% | +20.9% | -31.0% | -19.4% |
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