-98.3%
DFNS vs SMR
-75.4%
-22.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.7% | +13.1% | +7.6% |
| 7D | -6.3% | -11.2% | +4.9% | -1.5% |
| 30D | -74.0% | -10.2% | -63.7% | -72.3% |
| 3M | -70.1% | -10.0% | -60.1% | -68.5% |
| 6M | -93.9% | -30.5% | -63.5% | -93.2% |
| YTD | -98.1% | -39.2% | -58.9% | -97.9% |
| 1Y | -98.3% | -75.5% | -22.8% | -96.2% |
| All | -98.3% | -75.4% | -22.9% | -96.2% |
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