+76.2%
DFIC vs SPY
+79.4%
-3.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.7% |
| 7D | -1.1% | -0.9% | -0.2% | -0.5% |
| 30D | +1.1% | -2.4% | +3.4% | +2.7% |
| 3M | -2.7% | -1.2% | -1.5% | -1.9% |
| 6M | +1.2% | +3.3% | -2.1% | -1.1% |
| YTD | +12.0% | +12.3% | -0.3% | +3.6% |
| 1Y | +16.2% | +12.4% | +3.7% | +7.3% |
| All | +76.2% | +79.4% | -3.2% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling