-99.9%
DFNS vs SPMO
+159.2%
-259.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.7% |
| 7D | +4.6% | +2.7% | +1.9% | +6.6% |
| 30D | -73.9% | +1.1% | -75.0% | -74.1% |
| 3M | -71.7% | +2.0% | -73.8% | -71.1% |
| 6M | -94.6% | +26.5% | -121.1% | -93.2% |
| YTD | -98.1% | +26.5% | -124.6% | -97.6% |
| 1Y | -98.3% | +27.9% | -126.2% | -97.9% |
| All | -99.9% | +159.2% | -259.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling