-29.5%
DIS vs STT
+109.6%
-139.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +4.4% | +1.1% | +3.3% | +3.8% |
| 30D | +10.3% | -1.9% | +12.2% | +11.2% |
| 3M | +15.5% | -7.6% | +23.1% | +19.4% |
| 6M | +11.2% | +16.0% | -4.8% | +2.4% |
| YTD | +5.6% | +36.2% | -30.6% | -10.6% |
| 1Y | +7.7% | +46.8% | -39.0% | -12.2% |
| 3Y | +39.3% | +177.8% | -138.5% | -18.6% |
| 5Y | -29.5% | +105.8% | -135.4% | -56.3% |
| All | -29.5% | +109.6% | -139.1% | -56.3% |
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