-90.4%
DFNS vs SPCH
-56.4%
-34.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -4.9% | +17.6% | +14.1% |
| 7D | -13.0% | +3.4% | -16.4% | -14.1% |
| 30D | -56.9% | -31.3% | -25.6% | -52.7% |
| 3M | -93.2% | -4.0% | -89.2% | -93.5% |
| All | -90.4% | -56.4% | -34.0% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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 · Available span rolling