-98.2%
DFNS vs SITM
+140.9%
-239.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.2% |
| 7D | -3.3% | +4.8% | -8.2% | -4.0% |
| 30D | -73.1% | -9.7% | -63.4% | -72.6% |
| 3M | -71.4% | -9.3% | -62.0% | -70.1% |
| 6M | -93.8% | +69.5% | -163.4% | -94.7% |
| YTD | -98.0% | +70.5% | -168.6% | -98.3% |
| 1Y | -98.2% | +145.3% | -243.4% | -98.7% |
| All | -98.2% | +140.9% | -239.1% | -98.7% |
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