+12.8%
DFGX vs SPY
+81.1%
-68.2%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +0.2% | +0.5% | -0.3% | +0.2% |
| 30D | -1.1% | -0.9% | -0.1% | -1.0% |
| 3M | -0.4% | +3.9% | -4.3% | -0.6% |
| 6M | -0.4% | +14.5% | -14.9% | -1.0% |
| YTD | +0.2% | +12.9% | -12.8% | -0.4% |
| 1Y | +0.5% | +19.4% | -18.9% | -0.2% |
| All | +12.8% | +81.1% | -68.2% | +8.7% |
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