+65.8%
DFAT vs SPY
+91.3%
-25.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | +1.9% | +2.6% | -0.7% | -0.6% |
| 30D | +4.2% | -2.0% | +6.1% | +6.1% |
| 3M | -3.0% | -2.8% | -0.2% | -0.5% |
| 6M | +7.0% | +2.1% | +4.9% | +4.3% |
| YTD | +18.8% | +11.5% | +7.3% | +5.9% |
| 1Y | +24.3% | +13.5% | +10.8% | +8.9% |
| 3Y | +64.5% | +77.7% | -13.2% | -8.4% |
| 5Y | +53.3% | +72.6% | -19.3% | -11.6% |
| All | +65.8% | +91.3% | -25.5% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling