+63.2%
DFAT vs SPY
+85.8%
-22.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.4% | +1.2% |
| 7D | -2.0% | -4.7% | +2.7% | +2.6% |
| 30D | +1.4% | -5.9% | +7.3% | +7.4% |
| 3M | -4.0% | -4.5% | +0.6% | +0.3% |
| 6M | +3.4% | +1.8% | +1.6% | +1.0% |
| YTD | +16.9% | +8.3% | +8.6% | +7.3% |
| 1Y | +22.5% | +9.3% | +13.2% | +11.3% |
| 3Y | +57.1% | +74.9% | -17.8% | -11.2% |
| 5Y | +51.4% | +67.3% | -15.9% | -9.9% |
| All | +63.2% | +85.8% | -22.6% | -16.7% |
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