+3.9%
DFIN vs SPY
+77.4%
-73.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.1% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +2.6% | +0.1% | +2.5% | +2.5% |
| 3M | +32.2% | +2.0% | +30.2% | +29.6% |
| 6M | -3.9% | +13.0% | -16.9% | -15.3% |
| YTD | +9.1% | +13.5% | -4.5% | -4.1% |
| 1Y | -9.7% | +20.0% | -29.6% | -25.1% |
| All | +3.9% | +77.4% | -73.4% | -38.0% |
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