+4.9%
DFNM vs SPY
+74.1%
-69.2%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | -1.4% | -1.4% | 0.0% | -1.4% |
| 3M | -1.8% | +3.7% | -5.5% | -1.9% |
| 6M | -1.6% | +13.0% | -14.6% | -1.8% |
| YTD | -0.5% | +12.4% | -12.9% | -0.8% |
| 1Y | +1.3% | +18.5% | -17.2% | +1.0% |
| 3Y | +8.6% | +77.6% | -69.0% | +7.0% |
| All | +4.9% | +74.1% | -69.2% | +2.9% |
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 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