-98.3%
DXF vs SPY
+28.5%
-126.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | +6.4% | +0.1% | +6.3% | +6.1% |
| 3M | -39.8% | +2.0% | -41.8% | -41.4% |
| 6M | -47.4% | +13.0% | -60.4% | -56.3% |
| YTD | -67.3% | +13.5% | -80.9% | -73.2% |
| 1Y | -89.0% | +20.0% | -109.0% | -91.9% |
| All | -98.3% | +28.5% | -126.7% | -96.2% |
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