+1,458.7%
DIS vs STT
+7,372.9%
-5,914.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | +3.5% | +3.9% | -0.4% | +2.1% |
| 3M | +6.8% | +20.0% | -13.1% | +0.3% |
| 6M | +3.0% | +55.3% | -52.3% | -11.3% |
| YTD | -6.7% | +53.3% | -60.1% | -19.4% |
| 1Y | -10.1% | +74.7% | -84.8% | -25.7% |
| 3Y | +33.0% | +205.8% | -172.8% | -9.0% |
| 5Y | -40.0% | +145.0% | -185.0% | -56.7% |
| 10Y | +21.1% | +266.0% | -245.0% | -26.5% |
| All | +1,458.7% | +7,372.9% | -5,914.2% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling