+213.4%
DFNL vs SPY
+292.7%
-79.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | +1.3% | +0.5% | +0.8% | +0.8% |
| 30D | -1.2% | -0.9% | -0.3% | -0.3% |
| 3M | +11.6% | +3.9% | +7.7% | +7.2% |
| 6M | +13.5% | +14.5% | -1.0% | -1.1% |
| YTD | +7.0% | +12.9% | -6.0% | -5.6% |
| 1Y | +16.7% | +19.4% | -2.7% | -2.6% |
| 3Y | +100.6% | +78.5% | +22.1% | +10.1% |
| 5Y | +92.7% | +81.8% | +11.0% | +3.0% |
| All | +213.4% | +292.7% | -79.2% | -28.4% |
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 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