+31.0%
DIS vs SPYM
+311.5%
-280.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | +0.9% | +3.3% | -2.4% | -2.3% |
| 30D | +8.9% | -2.6% | +11.5% | +11.5% |
| 3M | +14.5% | -1.7% | +16.3% | +16.1% |
| 6M | +12.2% | +3.1% | +9.1% | +8.1% |
| YTD | +4.7% | +12.0% | -7.3% | -7.2% |
| 1Y | +2.8% | +12.1% | -9.3% | -8.9% |
| 3Y | +38.1% | +78.5% | -40.4% | -24.1% |
| 5Y | -23.6% | +73.8% | -97.5% | -56.7% |
| All | +31.0% | +311.5% | -280.4% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling