+43.3%
DIS vs SPYM
+75.5%
-32.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +5.2% | -2.7% | +7.9% | +7.5% |
| 30D | +11.5% | -5.4% | +16.8% | +16.4% |
| 3M | +11.5% | -4.1% | +15.6% | +15.1% |
| 6M | +8.9% | +0.8% | +8.1% | +7.3% |
| YTD | +3.4% | +8.8% | -5.4% | -4.8% |
| 1Y | +7.2% | +11.0% | -3.8% | -3.0% |
| 3Y | +43.3% | +75.5% | -32.2% | +5.1% |
| All | +43.3% | +75.5% | -32.1% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling