-100.0%
DFNS vs SM
-3.9%
-96.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -6.0% | +9.4% | -15.4% | -2.6% |
| 30D | -71.2% | -14.4% | -56.8% | -73.0% |
| 3M | -94.5% | +1.6% | -96.1% | -94.4% |
| 6M | -96.5% | +6.3% | -102.9% | -96.3% |
| YTD | -99.6% | +78.8% | -178.4% | -99.5% |
| 1Y | -99.7% | +83.1% | -182.8% | -99.6% |
| 3Y | -100.0% | -5.9% | -94.1% | -100.0% |
| All | -100.0% | -3.9% | -96.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling