-99.8%
DFSC vs SPY
+74.5%
-174.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.4% | -1.2% | +33.4% |
| 7D | -27.7% | -4.7% | -22.9% | +3.8% |
| 30D | -46.6% | -5.9% | -40.6% | -14.7% |
| 3M | -56.9% | -4.5% | -52.4% | -39.8% |
| 6M | -84.8% | +1.8% | -86.6% | -90.2% |
| YTD | -68.8% | +8.3% | -77.2% | -90.8% |
| 1Y | -84.8% | +9.3% | -94.1% | -96.3% |
| All | -99.8% | +74.5% | -174.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling