-10.1%
DIS vs SRE
+4.7%
-14.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | +3.5% | -0.7% | +4.2% | +3.5% |
| 3M | +6.8% | -6.3% | +13.1% | +6.7% |
| 6M | +3.0% | -10.7% | +13.6% | +2.9% |
| YTD | -6.7% | -3.5% | -3.3% | -7.3% |
| 1Y | -10.1% | +5.3% | -15.4% | -11.9% |
| All | -10.1% | +4.7% | -14.8% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling