+469.1%
DIS vs SPYM
+789.7%
-320.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | +5.2% | -2.7% | +7.9% | +8.0% |
| 30D | +11.5% | -5.4% | +16.8% | +17.3% |
| 3M | +11.5% | -4.1% | +15.6% | +15.8% |
| 6M | +8.9% | +0.8% | +8.1% | +7.3% |
| YTD | +3.4% | +8.8% | -5.4% | -5.5% |
| 1Y | +7.2% | +11.0% | -3.8% | -3.9% |
| 3Y | +43.3% | +75.5% | -32.2% | -18.7% |
| 5Y | -31.4% | +68.4% | -99.9% | -59.1% |
| 10Y | +37.1% | +316.1% | -279.0% | -66.0% |
| All | +469.1% | +789.7% | -320.5% | -30.2% |
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