+36.6%
DIS vs SPYM
+316.3%
-279.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | -0.3% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | +10.2% | -3.3% | +13.6% | +13.7% |
| 3M | +13.5% | -2.4% | +15.9% | +15.9% |
| 6M | +11.1% | +2.6% | +8.5% | +7.6% |
| YTD | +5.5% | +11.3% | -5.8% | -5.9% |
| 1Y | +9.1% | +13.5% | -4.3% | -4.5% |
| 3Y | +36.0% | +80.3% | -44.3% | -26.0% |
| 5Y | -29.8% | +72.7% | -102.6% | -60.0% |
| 10Y | +36.6% | +312.2% | -275.6% | -60.5% |
| All | +36.6% | +316.3% | -279.7% | -60.5% |
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