+17.1%
DFSB vs SPY
+103.9%
-86.8%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.8% | +0.1% | -0.9% | -0.8% |
| 3M | -0.8% | +2.0% | -2.8% | -1.0% |
| 6M | -1.2% | +13.0% | -14.3% | -2.1% |
| YTD | +0.1% | +13.5% | -13.4% | -0.8% |
| 1Y | +1.4% | +20.0% | -18.6% | +0.1% |
| 3Y | +14.1% | +77.2% | -63.1% | +8.5% |
| All | +17.1% | +103.9% | -86.8% | +10.3% |
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