+34.2%
DIS vs STT
+204.5%
-170.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +5.2% | -2.5% | +7.7% | +6.4% |
| 30D | +11.5% | -5.0% | +16.4% | +13.8% |
| 3M | +11.5% | -10.5% | +22.0% | +16.7% |
| 6M | +8.9% | +10.0% | -1.1% | +3.4% |
| YTD | +3.4% | +30.7% | -27.3% | -9.5% |
| 1Y | +7.2% | +43.8% | -36.6% | -10.1% |
| 3Y | +43.3% | +168.1% | -124.8% | -10.3% |
| 5Y | -31.4% | +101.4% | -132.8% | -52.9% |
| All | +34.2% | +204.5% | -170.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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