+67.2%
DFP vs SPY
+311.3%
-244.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -1.3% | +0.5% | -1.8% | -1.6% |
| 30D | -2.5% | -0.9% | -1.6% | -2.0% |
| 3M | +1.5% | +3.9% | -2.4% | -0.8% |
| 6M | -0.9% | +14.5% | -15.4% | -8.6% |
| YTD | +1.9% | +12.9% | -11.0% | -5.3% |
| 1Y | +2.0% | +19.4% | -17.3% | -8.3% |
| 3Y | +45.8% | +78.5% | -32.7% | +1.3% |
| 5Y | +0.7% | +81.8% | -81.0% | -31.7% |
| 10Y | +67.2% | +311.5% | -244.3% | -31.8% |
| All | +67.2% | +311.3% | -244.1% | -31.8% |
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