-99.6%
DFNS vs SITM
+47.5%
-147.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -9.4% | -9.0% | -17.2% |
| 7D | -27.7% | -19.5% | -8.1% | -25.8% |
| 30D | -58.0% | -43.2% | -14.8% | -55.6% |
| 3M | -94.0% | -30.8% | -63.1% | -93.7% |
| 6M | -94.6% | -28.6% | -66.0% | -94.3% |
| YTD | -99.4% | +14.2% | -113.6% | -99.4% |
| 1Y | -99.6% | +44.4% | -144.0% | -99.6% |
| All | -99.6% | +47.5% | -147.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling