-66.1%
DEFT vs SPY
+42.4%
-108.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +1.1% |
| 7D | -15.5% | -0.8% | -14.8% | -13.1% |
| 30D | +13.4% | -1.1% | +14.4% | +17.6% |
| 3M | +6.9% | +3.9% | +3.0% | -3.6% |
| 6M | -14.3% | +13.6% | -27.9% | -40.1% |
| YTD | -23.6% | +12.7% | -36.3% | -44.3% |
| 1Y | -75.6% | +17.5% | -93.1% | -83.8% |
| All | -66.1% | +42.4% | -108.4% | -85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling