+54.1%
DFEM vs SPY
+86.6%
-32.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.4% | -1.2% | -2.3% |
| 7D | -7.2% | -4.7% | -2.5% | -3.7% |
| 30D | -14.7% | -5.9% | -8.8% | -10.6% |
| 3M | -10.6% | -4.5% | -6.1% | -7.3% |
| 6M | -11.3% | +1.8% | -13.1% | -11.9% |
| YTD | +6.4% | +8.3% | -1.9% | +1.6% |
| 1Y | +7.2% | +9.3% | -2.2% | +1.7% |
| 3Y | +58.4% | +74.9% | -16.5% | +10.7% |
| All | +54.1% | +86.6% | -32.5% | +2.6% |
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