+80.8%
DFEM vs SPY
+95.6%
-14.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +4.8% | +0.1% | +4.8% | +4.8% |
| 3M | 0.0% | +2.0% | -1.9% | -1.2% |
| 6M | +15.5% | +13.0% | +2.5% | +6.6% |
| YTD | +24.8% | +13.5% | +11.3% | +14.8% |
| 1Y | +36.0% | +20.0% | +16.0% | +20.9% |
| 3Y | +81.4% | +77.2% | +4.2% | +24.8% |
| All | +80.8% | +95.6% | -14.8% | +16.0% |
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