+100.1%
DFIV vs SPY
+78.0%
+22.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +0.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +2.9% | -3.3% | +6.3% | +5.1% |
| 3M | -1.1% | -2.4% | +1.3% | +0.4% |
| 6M | +5.4% | +2.6% | +2.8% | +3.5% |
| YTD | +16.8% | +11.2% | +5.6% | +8.7% |
| 1Y | +25.3% | +13.4% | +11.9% | +15.2% |
| 3Y | +100.1% | +79.9% | +20.2% | +30.7% |
| All | +100.1% | +78.0% | +22.1% | +30.7% |
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