-99.9%
DFNS vs SM
+898.0%
-997.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.3% |
| 7D | -16.0% | +0.1% | -16.1% | -15.9% |
| 30D | -77.7% | +26.3% | -104.0% | -77.0% |
| 3M | -77.2% | +8.7% | -85.9% | -76.6% |
| 6M | -95.2% | +51.7% | -146.9% | -95.0% |
| YTD | -98.0% | +99.0% | -197.0% | -97.8% |
| 1Y | -98.3% | +34.6% | -132.9% | -98.2% |
| 3Y | -99.9% | -7.8% | -92.1% | -99.9% |
| 5Y | -99.9% | +104.8% | -204.6% | -99.9% |
| All | -99.9% | +898.0% | -997.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling