+1,220.2%
DFTX vs SPY
+78.1%
+1,142.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.2% |
| 7D | -3.6% | +2.6% | -6.2% | -7.4% |
| 30D | -6.3% | -2.0% | -4.3% | -2.9% |
| 3M | -26.9% | -2.8% | -24.1% | -23.3% |
| 6M | +45.8% | +2.1% | +43.6% | +40.7% |
| YTD | +139.6% | +11.5% | +128.1% | +98.5% |
| 1Y | +175.8% | +13.5% | +162.4% | +121.4% |
| 3Y | +1,220.2% | +77.7% | +1,142.5% | +392.1% |
| All | +1,220.2% | +78.1% | +1,142.1% | +392.1% |
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