-99.7%
DFNS vs SITM
+47.8%
-147.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.5% | 0.0% | -4.6% |
| 7D | -6.0% | +6.6% | -12.6% | -6.9% |
| 30D | -71.2% | -15.3% | -55.9% | -70.4% |
| 3M | -94.5% | -35.4% | -59.1% | -94.2% |
| 6M | -96.5% | -46.8% | -49.8% | -96.0% |
| YTD | -99.6% | +25.9% | -125.5% | -99.6% |
| 1Y | -99.7% | +54.0% | -153.7% | -99.7% |
| All | -99.7% | +47.8% | -147.5% | -99.7% |
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