-99.9%
DFNS vs SM
+940.2%
-1,040.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.6% |
| 7D | +4.6% | -0.2% | +4.9% | +4.7% |
| 30D | -73.9% | +20.3% | -94.2% | -73.3% |
| 3M | -71.7% | +22.9% | -94.6% | -70.7% |
| 6M | -94.6% | +47.8% | -142.4% | -94.3% |
| YTD | -98.1% | +107.5% | -205.5% | -97.9% |
| 1Y | -98.3% | +51.7% | -150.0% | -98.2% |
| 3Y | -99.9% | -0.9% | -99.0% | -99.9% |
| 5Y | -99.9% | +112.2% | -212.1% | -99.9% |
| All | -99.9% | +940.2% | -1,040.1% | -99.9% |
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