+256.0%
DFIN vs SPY
+311.8%
-55.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | -0.7% |
| 7D | -1.3% | -0.9% | -0.4% | -0.3% |
| 30D | +41.1% | -2.4% | +43.4% | +44.5% |
| 3M | +45.7% | -1.2% | +46.8% | +46.8% |
| 6M | +64.0% | +3.3% | +60.7% | +55.5% |
| YTD | +47.1% | +12.3% | +34.8% | +24.8% |
| 1Y | +46.8% | +12.4% | +34.3% | +24.2% |
| 3Y | +26.1% | +78.8% | -52.7% | -43.0% |
| 5Y | +36.4% | +75.2% | -38.8% | -35.3% |
| 10Y | +256.0% | +311.1% | -55.1% | -39.3% |
| All | +256.0% | +311.8% | -55.7% | -39.3% |
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