+121.9%
DFP vs SPY
+487.1%
-365.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -2.1% | +0.1% | -2.1% | -2.1% |
| 3M | +1.0% | +2.0% | -1.0% | -0.1% |
| 6M | -2.4% | +13.0% | -15.4% | -8.5% |
| YTD | +2.0% | +13.5% | -11.6% | -4.7% |
| 1Y | +2.9% | +20.0% | -17.1% | -6.6% |
| 3Y | +41.9% | +77.2% | -35.2% | +3.6% |
| 5Y | +0.2% | +81.9% | -81.7% | -28.7% |
| 10Y | +68.3% | +314.1% | -245.8% | -17.1% |
| All | +121.9% | +487.1% | -365.1% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling