+36.6%
DIS vs STT
+211.9%
-175.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.6% |
| 7D | +5.3% | +0.9% | +4.4% | +4.9% |
| 30D | +10.2% | -2.3% | +12.6% | +11.2% |
| 3M | +13.5% | -7.0% | +20.5% | +16.8% |
| 6M | +11.1% | +15.5% | -4.4% | +3.2% |
| YTD | +5.5% | +35.6% | -30.1% | -9.2% |
| 1Y | +9.1% | +47.9% | -38.7% | -9.7% |
| 3Y | +36.0% | +181.1% | -145.1% | -16.7% |
| 5Y | -29.8% | +108.2% | -138.0% | -52.6% |
| 10Y | +36.6% | +201.0% | -164.4% | -26.1% |
| All | +36.6% | +211.9% | -175.2% | -26.1% |
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