+413.3%
DIS vs SPYM
+829.4%
-416.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.4% |
| 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% | +4.4% |
| 6M | +3.0% | +13.1% | -10.1% | -9.0% |
| YTD | -6.7% | +13.6% | -20.3% | -18.0% |
| 1Y | -10.1% | +20.1% | -30.1% | -25.3% |
| 3Y | +33.0% | +77.6% | -44.5% | -25.2% |
| 5Y | -40.0% | +82.5% | -122.5% | -66.8% |
| 10Y | +21.1% | +317.6% | -296.5% | -70.0% |
| All | +413.3% | +829.4% | -416.1% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling