-100.0%
DFSC vs SPY
+117.9%
-217.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.3% | -6.7% |
| 7D | -15.7% | +0.1% | -15.8% | -15.8% |
| 30D | +17.9% | +0.1% | +17.8% | +19.4% |
| 3M | -66.0% | +2.0% | -68.0% | -66.9% |
| 6M | -42.0% | +13.0% | -55.0% | -55.2% |
| YTD | -14.7% | +13.5% | -28.3% | -34.2% |
| 1Y | -51.5% | +20.0% | -71.5% | -66.7% |
| 3Y | -99.6% | +77.2% | -176.8% | -99.7% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +117.9% | -217.9% | -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 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