-96.5%
DFNS vs SPMO
-9.2%
-87.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.6% |
| 7D | -6.0% | +6.3% | -12.3% | -8.8% |
| 30D | -71.2% | -8.9% | -62.3% | -70.0% |
| 3M | -94.5% | -13.2% | -81.3% | -94.3% |
| 6M | -96.5% | -9.3% | -87.3% | -96.1% |
| All | -96.5% | -9.2% | -87.4% | -96.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling