-5.1%
DFP vs SPY
+72.1%
-77.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.6% | +2.6% | -5.2% | -3.7% |
| 30D | +0.9% | -2.0% | +2.8% | +1.7% |
| 3M | -8.5% | -2.8% | -5.7% | -7.4% |
| 6M | -6.7% | +2.1% | -8.9% | -7.7% |
| YTD | -4.3% | +11.5% | -15.8% | -8.9% |
| 1Y | -6.3% | +13.5% | -19.8% | -11.6% |
| 3Y | +41.0% | +77.7% | -36.7% | +7.2% |
| All | -5.1% | +72.1% | -77.2% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling