-99.7%
DFNS vs SMR
-81.8%
-17.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -3.7% |
| 7D | -6.0% | -8.3% | +2.3% | -1.2% |
| 30D | -71.2% | -20.1% | -51.1% | -67.5% |
| 3M | -94.5% | -52.7% | -41.8% | -91.7% |
| 6M | -96.5% | -61.0% | -35.5% | -94.7% |
| YTD | -99.6% | -67.1% | -32.5% | -99.4% |
| 1Y | -99.7% | -79.9% | -19.8% | -99.4% |
| All | -99.7% | -81.8% | -17.9% | -99.4% |
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