+113.8%
DFP vs SPY
+461.9%
-348.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +1.8% | -2.7% | +4.5% | +3.2% |
| 30D | +2.7% | -5.4% | +8.1% | +5.6% |
| 3M | -5.4% | -4.1% | -1.3% | -3.4% |
| 6M | -5.5% | +0.7% | -6.2% | -6.0% |
| YTD | -1.7% | +8.7% | -10.4% | -6.1% |
| 1Y | -4.4% | +10.9% | -15.3% | -9.6% |
| 3Y | +42.3% | +75.0% | -32.7% | +4.4% |
| 5Y | -2.2% | +67.8% | -70.0% | -27.4% |
| 10Y | +68.0% | +312.9% | -244.8% | -16.0% |
| All | +113.8% | +461.9% | -348.0% | +5.3% |
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 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