-100.0%
DFNS vs SPMO
+128.1%
-228.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | 0.0% | -19.4% | -19.4% |
| 7D | -12.7% | +9.8% | -22.4% | -8.6% |
| 30D | -65.2% | -9.2% | -56.0% | -67.8% |
| 3M | -94.6% | -11.0% | -83.6% | -95.2% |
| 6M | -96.2% | -6.6% | -89.6% | -96.4% |
| YTD | -99.6% | +13.3% | -112.9% | -99.5% |
| 1Y | -99.7% | +12.7% | -112.3% | -99.7% |
| All | -100.0% | +128.1% | -228.1% | -99.9% |
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