+57.5%
DFIS vs SPY
+79.7%
-22.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +2.0% | +2.6% | -0.6% | 0.0% |
| 30D | -0.4% | -2.0% | +1.6% | +1.1% |
| 3M | -4.3% | -2.8% | -1.5% | -2.2% |
| 6M | -0.8% | +2.1% | -2.9% | -2.4% |
| YTD | +10.0% | +11.5% | -1.4% | +1.3% |
| 1Y | +15.4% | +13.5% | +2.0% | +4.8% |
| 3Y | +75.9% | +77.7% | -1.8% | +10.3% |
| All | +57.5% | +79.7% | -22.2% | -2.2% |
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