+69.8%
DFIC vs SPY
+78.6%
-8.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +1.0% | -0.6% | +1.5% | +1.4% |
| 30D | +0.7% | -3.7% | +4.4% | +3.5% |
| 3M | -2.8% | -2.7% | 0.0% | -0.8% |
| 6M | +1.1% | +2.2% | -1.0% | -0.5% |
| YTD | +11.8% | +10.8% | +1.0% | +3.7% |
| 1Y | +16.6% | +11.2% | +5.3% | +7.8% |
| 3Y | +76.4% | +76.5% | -0.1% | +13.8% |
| All | +69.8% | +78.6% | -8.8% | +7.4% |
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