+103.5%
DFE vs SPY
+311.3%
-207.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +0.4% | +0.5% | -0.2% | -0.1% |
| 30D | +0.5% | -0.9% | +1.5% | +1.3% |
| 3M | +5.5% | +3.9% | +1.7% | +2.3% |
| 6M | +6.5% | +14.5% | -8.0% | -4.5% |
| YTD | +9.9% | +12.9% | -3.0% | -0.3% |
| 1Y | +14.1% | +19.4% | -5.3% | -1.2% |
| 3Y | +63.1% | +78.5% | -15.4% | +0.3% |
| 5Y | +26.4% | +81.8% | -55.3% | -23.9% |
| 10Y | +103.5% | +311.5% | -208.1% | -34.9% |
| All | +103.5% | +311.3% | -207.9% | -34.9% |
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