-100.0%
DFNS vs SPG
+124.5%
-224.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.8% | -13.1% | -11.0% |
| 7D | -44.0% | +4.9% | -48.9% | -39.4% |
| 30D | -69.1% | +15.6% | -84.7% | -61.1% |
| 3M | -95.6% | +4.1% | -99.7% | -95.3% |
| 6M | -96.2% | +13.6% | -109.7% | -95.2% |
| YTD | -99.6% | +27.5% | -127.1% | -99.4% |
| 1Y | -99.7% | +32.2% | -132.0% | -99.6% |
| 3Y | -100.0% | +126.0% | -226.0% | -100.0% |
| All | -100.0% | +124.5% | -224.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling