+43.0%
DFAS vs SPY
+85.8%
-42.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.7% | +0.7% |
| 7D | -3.4% | -4.7% | +1.4% | +1.5% |
| 30D | -1.5% | -5.9% | +4.4% | +4.8% |
| 3M | -6.2% | -4.5% | -1.6% | -1.7% |
| 6M | +0.7% | +1.8% | -1.1% | -1.4% |
| YTD | +12.6% | +8.3% | +4.3% | +3.4% |
| 1Y | +15.8% | +9.3% | +6.4% | +5.3% |
| 3Y | +53.8% | +74.9% | -21.0% | -13.4% |
| 5Y | +31.4% | +67.3% | -35.9% | -21.7% |
| All | +43.0% | +85.8% | -42.8% | -26.2% |
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