-95.4%
DFNS vs SMR
-57.4%
-38.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.6% |
| 7D | -13.0% | +1.9% | -14.9% | -16.3% |
| 30D | -56.9% | -21.9% | -34.9% | -48.0% |
| 3M | -93.2% | -47.1% | -46.1% | -88.4% |
| 6M | -95.4% | -60.6% | -34.8% | -93.2% |
| All | -95.4% | -57.4% | -38.0% | -93.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling