-99.7%
DFNS vs SM
+64.7%
-164.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.4% | +11.4% | +13.5% |
| 7D | -37.0% | -19.5% | -17.5% | -44.4% |
| 30D | -63.4% | -20.2% | -43.2% | -67.4% |
| 3M | -94.1% | -6.5% | -87.6% | -94.1% |
| 6M | -96.3% | +1.6% | -97.9% | -96.3% |
| YTD | -99.6% | +61.2% | -160.8% | -99.7% |
| 1Y | -99.7% | +65.4% | -165.1% | -99.8% |
| All | -99.7% | +64.7% | -164.4% | -99.8% |
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