-100.0%
DFNS vs SPG
+432.4%
-532.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -2.2% |
| 7D | -42.8% | +5.1% | -47.9% | -41.6% |
| 30D | -67.6% | +16.8% | -84.4% | -65.4% |
| 3M | -94.9% | +5.7% | -100.5% | -94.7% |
| 6M | -96.7% | +17.8% | -114.5% | -96.5% |
| YTD | -99.6% | +30.1% | -129.7% | -99.6% |
| 1Y | -99.7% | +32.8% | -132.5% | -99.7% |
| 3Y | -100.0% | +137.2% | -237.2% | -100.0% |
| 5Y | -100.0% | +81.5% | -181.4% | -100.0% |
| All | -100.0% | +432.4% | -532.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling