+83.1%
DFSE vs SPY
+101.7%
-18.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -3.1% | -2.7% | -0.4% | -0.8% |
| 30D | -12.1% | -5.4% | -6.7% | -7.8% |
| 3M | -9.5% | -4.1% | -5.4% | -6.2% |
| 6M | -12.4% | +0.7% | -13.1% | -12.2% |
| YTD | +4.3% | +8.7% | -4.3% | -1.1% |
| 1Y | +5.4% | +10.9% | -5.5% | -1.5% |
| 3Y | +52.1% | +75.0% | -22.9% | +2.2% |
| All | +83.1% | +101.7% | -18.7% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling