-99.6%
DFNS vs SM
+70.4%
-170.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -15.3% | -3.0% | -26.2% |
| 7D | -27.7% | -21.5% | -6.2% | -38.0% |
| 30D | -58.0% | -11.4% | -46.6% | -60.2% |
| 3M | -94.0% | +0.6% | -94.6% | -93.7% |
| 6M | -94.6% | +0.2% | -94.8% | -94.3% |
| YTD | -99.4% | +69.7% | -169.1% | -99.5% |
| 1Y | -99.6% | +71.6% | -171.2% | -99.7% |
| All | -99.6% | +70.4% | -170.0% | -99.7% |
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