-98.3%
DFNS vs SPG
+21.3%
-119.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -16.0% | -2.4% | -13.6% | -15.5% |
| 30D | -77.7% | -6.8% | -70.9% | -77.3% |
| 3M | -77.2% | +2.7% | -79.9% | -77.2% |
| 6M | -95.2% | +5.5% | -100.6% | -95.3% |
| YTD | -98.0% | +15.7% | -113.7% | -98.1% |
| 1Y | -98.3% | +20.9% | -119.1% | -98.5% |
| All | -98.3% | +21.3% | -119.6% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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