-98.3%
DFNS vs SM
+36.8%
-135.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | -1.0% |
| 7D | -16.0% | -0.5% | -15.5% | -15.9% |
| 30D | -77.7% | +25.6% | -103.3% | -74.8% |
| 3M | -77.2% | +8.0% | -85.2% | -74.8% |
| 6M | -95.2% | +50.8% | -146.0% | -95.2% |
| YTD | -98.0% | +97.9% | -195.8% | -98.2% |
| 1Y | -98.3% | +33.8% | -132.1% | -98.4% |
| All | -98.3% | +36.8% | -135.0% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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