-99.6%
DFNS vs SPG
+34.3%
-133.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.9% | -21.2% | -18.1% |
| 7D | -27.7% | +8.2% | -35.8% | -27.7% |
| 30D | -58.0% | +13.5% | -71.4% | -58.2% |
| 3M | -94.0% | +2.2% | -96.2% | -93.9% |
| 6M | -94.6% | +15.9% | -110.5% | -94.6% |
| YTD | -99.4% | +27.6% | -127.0% | -99.5% |
| 1Y | -99.6% | +30.9% | -130.6% | -99.7% |
| All | -99.6% | +34.3% | -133.9% | -99.7% |
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