-75.6%
DEFT vs SPY
+18.1%
-93.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +0.4% |
| 7D | -15.5% | -0.8% | -14.8% | -12.5% |
| 30D | +13.4% | -1.1% | +14.4% | +18.5% |
| 3M | +6.9% | +3.9% | +3.0% | -7.1% |
| 6M | -14.3% | +13.6% | -27.9% | -48.9% |
| YTD | -23.6% | +12.7% | -36.3% | -52.2% |
| 1Y | -75.6% | +17.5% | -93.1% | -86.0% |
| All | -75.6% | +18.1% | -93.7% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling