-99.9%
DFNS vs SPMO
+245.5%
-345.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +1.2% |
| 7D | -16.0% | +2.0% | -18.0% | -15.4% |
| 30D | -77.7% | -0.4% | -77.3% | -77.9% |
| 3M | -77.2% | -1.9% | -75.3% | -77.4% |
| 6M | -95.2% | +25.0% | -120.2% | -94.6% |
| YTD | -98.0% | +26.0% | -124.0% | -97.7% |
| 1Y | -98.3% | +28.7% | -126.9% | -98.1% |
| 3Y | -99.9% | +160.9% | -260.8% | -99.8% |
| 5Y | -99.9% | +147.9% | -247.8% | -99.8% |
| All | -99.9% | +245.5% | -345.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling