+74.2%
DFP vs SPY
+304.1%
-229.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +1.1% | -0.6% | +1.6% | +1.4% |
| 30D | +2.0% | -3.7% | +5.7% | +4.2% |
| 3M | -6.6% | -2.7% | -3.8% | -5.1% |
| 6M | -5.3% | +2.2% | -7.5% | -6.7% |
| YTD | -1.9% | +10.8% | -12.7% | -7.9% |
| 1Y | -4.7% | +11.2% | -15.9% | -10.7% |
| 3Y | +44.3% | +76.5% | -32.1% | +0.9% |
| 5Y | -2.7% | +72.9% | -75.6% | -31.8% |
| 10Y | +74.2% | +304.8% | -230.7% | -25.6% |
| All | +74.2% | +304.1% | -229.9% | -25.6% |
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