-100.0%
DFNS vs SM
+797.5%
-897.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +5.2% | -24.5% | -18.8% |
| 7D | -12.7% | +10.6% | -23.3% | -11.6% |
| 30D | -65.2% | -15.0% | -50.2% | -65.9% |
| 3M | -94.6% | +1.7% | -96.2% | -94.5% |
| 6M | -96.2% | +5.9% | -102.1% | -96.2% |
| YTD | -99.6% | +79.0% | -178.6% | -99.6% |
| 1Y | -99.7% | +84.7% | -184.4% | -99.7% |
| 3Y | -100.0% | -3.5% | -96.5% | -100.0% |
| 5Y | -100.0% | +4.9% | -104.9% | -100.0% |
| All | -100.0% | +797.5% | -897.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling