+112.5%
DFIV vs SPY
+83.7%
+28.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +2.5% | +0.1% | +2.4% | +2.4% |
| 3M | +6.9% | +2.0% | +5.0% | +5.4% |
| 6M | +11.0% | +13.0% | -2.0% | +1.9% |
| YTD | +20.1% | +13.5% | +6.5% | +9.8% |
| 1Y | +33.5% | +20.0% | +13.5% | +17.5% |
| 3Y | +96.1% | +77.2% | +18.9% | +29.7% |
| All | +112.5% | +83.7% | +28.8% | +33.9% |
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