-31.2%
DIS vs STT
+97.1%
-128.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.3% | +0.7% |
| 7D | +5.7% | -4.9% | +10.6% | +8.2% |
| 30D | +12.7% | -6.0% | +18.7% | +15.8% |
| 3M | +15.2% | -11.7% | +26.9% | +21.6% |
| 6M | +17.6% | +11.7% | +5.9% | +10.2% |
| YTD | +3.8% | +30.4% | -26.6% | -10.3% |
| 1Y | +6.8% | +43.9% | -37.1% | -12.2% |
| 3Y | +42.1% | +165.4% | -123.3% | -15.1% |
| 5Y | -31.2% | +101.0% | -132.2% | -56.7% |
| All | -31.2% | +97.1% | -128.2% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling