-99.9%
DFNS vs SM
-7.7%
-92.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | -0.5% |
| 7D | -16.0% | +0.1% | -16.1% | -15.7% |
| 30D | -77.7% | +26.3% | -104.0% | -75.3% |
| 3M | -77.2% | +8.7% | -85.9% | -75.2% |
| 6M | -95.2% | +51.7% | -146.9% | -94.3% |
| YTD | -98.0% | +99.0% | -197.0% | -97.5% |
| 1Y | -98.3% | +34.6% | -132.9% | -98.1% |
| All | -99.9% | -7.7% | -92.1% | -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 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