-99.9%
DFNS vs SPMO
+240.4%
-340.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +0.8% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -73.1% | -0.7% | -72.4% | -73.4% |
| 3M | -71.4% | +2.8% | -74.2% | -70.9% |
| 6M | -93.8% | +24.4% | -118.3% | -93.1% |
| YTD | -98.0% | +24.2% | -122.2% | -97.8% |
| 1Y | -98.2% | +24.5% | -122.7% | -98.0% |
| 3Y | -99.9% | +155.6% | -255.5% | -99.8% |
| 5Y | -99.9% | +148.2% | -248.0% | -99.8% |
| All | -99.9% | +240.4% | -340.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling