+70.6%
DFP vs SPY
+315.0%
-244.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | -0.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +3.3% | -3.3% | +6.6% | +5.2% |
| 3M | -5.0% | -2.4% | -2.6% | -3.7% |
| 6M | -4.2% | +2.6% | -6.7% | -5.7% |
| YTD | -0.7% | +11.2% | -11.9% | -7.0% |
| 1Y | -3.3% | +13.4% | -16.7% | -10.5% |
| 3Y | +47.1% | +79.9% | -32.8% | +1.6% |
| 5Y | -1.8% | +72.2% | -74.0% | -31.0% |
| 10Y | +70.6% | +307.3% | -236.8% | -27.3% |
| All | +70.6% | +315.0% | -244.5% | -27.3% |
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