-16.0%
DFEN vs SPY
+11.9%
-27.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +4.1% |
| 7D | -0.1% | -0.6% | +0.5% | +1.9% |
| 30D | +12.4% | -3.7% | +16.1% | +25.9% |
| 3M | -39.3% | -2.7% | -36.5% | -33.8% |
| 6M | -19.4% | +2.2% | -21.6% | -25.0% |
| YTD | -17.9% | +10.8% | -28.7% | -42.1% |
| 1Y | -16.0% | +11.2% | -27.2% | -41.5% |
| All | -16.0% | +11.9% | -27.9% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling