-100.0%
DFSC vs SPY
+117.5%
-217.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -7.4% |
| 7D | -25.9% | -0.7% | -25.2% | -24.5% |
| 30D | -44.5% | -1.0% | -43.4% | -42.8% |
| 3M | -59.3% | -0.3% | -59.0% | -58.3% |
| 6M | -81.0% | +7.3% | -88.3% | -83.5% |
| YTD | -67.0% | +13.3% | -80.3% | -74.4% |
| 1Y | -82.5% | +14.8% | -97.3% | -86.8% |
| 3Y | -99.8% | +82.9% | -182.7% | -99.8% |
| 5Y | -100.0% | +75.6% | -175.6% | -100.0% |
| All | -100.0% | +117.5% | -217.5% | -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