-99.9%
DFNS vs SMR
+7.6%
-107.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -4.2% |
| 7D | +4.6% | +13.1% | -8.4% | +2.8% |
| 30D | -73.9% | +17.8% | -91.6% | -74.4% |
| 3M | -71.7% | +8.1% | -79.8% | -72.0% |
| 6M | -94.6% | -11.1% | -83.5% | -94.6% |
| YTD | -98.1% | -23.7% | -74.4% | -98.1% |
| 1Y | -98.3% | -69.4% | -28.9% | -98.2% |
| 3Y | -99.9% | +82.6% | -182.5% | -99.9% |
| All | -99.9% | +7.6% | -107.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling