-99.6%
DFNS vs SMR
-87.0%
-12.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -4.5% | -13.9% | -15.7% |
| 7D | -27.7% | -9.5% | -18.1% | -23.1% |
| 30D | -58.0% | -33.2% | -24.8% | -47.0% |
| 3M | -94.0% | -45.9% | -48.0% | -91.5% |
| 6M | -94.6% | -57.9% | -36.7% | -92.0% |
| YTD | -99.4% | -63.8% | -35.6% | -99.2% |
| 1Y | -99.6% | -85.6% | -14.0% | -99.1% |
| All | -99.6% | -87.0% | -12.6% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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