+63.8%
DFAX vs SPY
+82.7%
-18.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | 0.0% |
| 7D | +1.4% | +0.5% | +0.8% | +0.9% |
| 30D | +1.6% | -0.9% | +2.6% | +2.3% |
| 3M | +6.2% | +3.9% | +2.3% | +3.3% |
| 6M | +12.8% | +14.5% | -1.7% | +2.6% |
| YTD | +18.9% | +12.9% | +6.0% | +9.2% |
| 1Y | +26.8% | +19.4% | +7.4% | +12.0% |
| 3Y | +81.3% | +78.5% | +2.8% | +19.0% |
| All | +63.8% | +82.7% | -18.8% | +4.0% |
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