+75.7%
DFP vs SPY
+311.8%
-236.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.7% |
| 7D | -1.3% | -0.9% | -0.4% | -0.8% |
| 30D | +1.4% | -2.4% | +3.7% | +2.7% |
| 3M | -6.9% | -1.2% | -5.8% | -6.4% |
| 6M | -5.8% | +3.3% | -9.1% | -7.8% |
| YTD | -2.8% | +12.3% | -15.1% | -9.4% |
| 1Y | -5.6% | +12.4% | -18.0% | -12.1% |
| 3Y | +43.0% | +78.8% | -35.8% | -0.8% |
| 5Y | -3.7% | +75.2% | -78.9% | -33.1% |
| 10Y | +75.7% | +311.1% | -235.4% | -24.4% |
| All | +75.7% | +311.8% | -236.0% | -24.4% |
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