-94.6%
DFNS vs SITM
-33.4%
-61.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.4% | -18.9% | -19.2% |
| 7D | -12.7% | +32.5% | -45.2% | -24.4% |
| 30D | -65.2% | -18.8% | -46.4% | -60.6% |
| 3M | -94.6% | -30.9% | -63.7% | -92.9% |
| All | -94.6% | -33.4% | -61.2% | -92.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling