+96.3%
DFAI vs SPY
+131.9%
-35.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -0.4% | -0.4% | -0.1% | -0.1% |
| 30D | -1.0% | -1.4% | +0.4% | +0.1% |
| 3M | +5.3% | +3.7% | +1.6% | +2.4% |
| 6M | +8.8% | +13.0% | -4.2% | -0.6% |
| YTD | +13.7% | +12.4% | +1.3% | +4.3% |
| 1Y | +21.4% | +18.5% | +2.9% | +7.0% |
| 3Y | +72.8% | +77.6% | -4.9% | +11.0% |
| 5Y | +61.9% | +81.7% | -19.8% | +1.2% |
| All | +96.3% | +131.9% | -35.6% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling