-100.0%
DFNS vs SMR
-48.0%
-52.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.7% |
| 7D | -13.0% | +1.9% | -14.9% | -13.4% |
| 30D | -56.9% | -21.9% | -34.9% | -55.6% |
| 3M | -93.2% | -47.1% | -46.1% | -92.6% |
| 6M | -95.4% | -60.6% | -34.8% | -94.9% |
| YTD | -99.5% | -63.1% | -36.4% | -99.5% |
| 1Y | -99.6% | -80.4% | -19.2% | -99.6% |
| 3Y | -100.0% | +150.2% | -250.2% | -100.0% |
| All | -100.0% | -48.0% | -52.0% | -100.0% |
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