+115.7%
DFE vs SPY
+315.0%
-199.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.6% |
| 7D | +0.7% | +0.1% | +0.7% | +0.6% |
| 30D | +3.4% | -3.3% | +6.8% | +6.2% |
| 3M | -0.6% | -2.4% | +1.9% | +1.3% |
| 6M | +0.7% | +2.6% | -1.8% | -1.5% |
| YTD | +8.7% | +11.2% | -2.5% | -0.3% |
| 1Y | +16.3% | +13.4% | +2.9% | +5.0% |
| 3Y | +65.7% | +79.9% | -14.2% | +1.0% |
| 5Y | +26.5% | +72.2% | -45.7% | -20.5% |
| 10Y | +115.7% | +307.3% | -191.7% | -30.7% |
| All | +115.7% | +315.0% | -199.3% | -30.7% |
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 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