+55.4%
DFIS vs SPY
+74.6%
-19.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | +0.3% |
| 7D | -2.3% | -4.7% | +2.4% | +1.3% |
| 30D | -3.0% | -5.9% | +2.9% | +1.6% |
| 3M | -4.2% | -4.5% | +0.4% | -0.7% |
| 6M | +0.5% | +1.8% | -1.3% | -0.9% |
| YTD | +8.6% | +8.3% | +0.3% | +2.2% |
| 1Y | +15.7% | +9.3% | +6.4% | +8.1% |
| 3Y | +71.3% | +74.9% | -3.5% | +8.7% |
| All | +55.4% | +74.6% | -19.1% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling