+86.3%
DMXF vs SPY
+159.3%
-73.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | -2.1% | -2.7% | +0.6% | +0.1% |
| 30D | -2.8% | -5.4% | +2.6% | +1.6% |
| 3M | -4.9% | -4.1% | -0.8% | -1.6% |
| 6M | +0.1% | +0.7% | -0.6% | -0.4% |
| YTD | +10.5% | +8.7% | +1.8% | +3.6% |
| 1Y | +13.2% | +10.9% | +2.4% | +4.6% |
| 3Y | +56.9% | +75.0% | -18.1% | +0.2% |
| 5Y | +33.0% | +67.8% | -34.8% | -13.3% |
| All | +86.3% | +159.3% | -73.0% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling