-11.3%
DFEM vs SPY
+2.1%
-13.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.4% | -1.2% | +1.3% |
| 7D | -7.2% | -4.7% | -2.5% | +0.1% |
| 30D | -14.7% | -5.9% | -8.8% | -5.9% |
| 3M | -10.6% | -4.5% | -6.1% | -3.9% |
| 6M | -11.3% | +1.8% | -13.1% | -15.7% |
| All | -11.3% | +2.1% | -13.4% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling