-98.3%
DFNS vs SM
+46.7%
-145.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | +1.1% |
| 7D | +0.8% | -0.2% | +0.9% | +0.9% |
| 30D | -73.2% | +31.5% | -104.7% | -69.0% |
| 3M | -72.4% | +17.3% | -89.8% | -69.1% |
| 6M | -95.2% | +48.5% | -143.7% | -95.0% |
| YTD | -98.0% | +106.3% | -204.2% | -98.2% |
| 1Y | -98.3% | +47.3% | -145.6% | -98.4% |
| All | -98.3% | +46.7% | -145.0% | -98.4% |
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