-100.0%
DFNS vs SM
+697.0%
-797.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -3.3% |
| 7D | -42.8% | -22.3% | -20.5% | -44.6% |
| 30D | -67.6% | -21.4% | -46.2% | -68.4% |
| 3M | -94.9% | +1.4% | -96.2% | -94.8% |
| 6M | -96.7% | +0.1% | -96.8% | -96.7% |
| YTD | -99.6% | +59.0% | -158.6% | -99.6% |
| 1Y | -99.7% | +64.3% | -164.1% | -99.7% |
| 3Y | -100.0% | -13.1% | -86.8% | -100.0% |
| 5Y | -100.0% | -13.9% | -86.1% | -100.0% |
| All | -100.0% | +697.0% | -797.0% | -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