-98.3%
DFNS vs SPXS
-40.2%
-58.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +2.1% |
| 7D | -16.0% | -0.1% | -15.9% | -15.6% |
| 30D | -77.7% | +0.8% | -78.5% | -77.1% |
| 3M | -77.2% | -4.7% | -72.5% | -77.7% |
| 6M | -95.2% | -29.6% | -65.5% | -96.3% |
| YTD | -98.0% | -29.8% | -68.2% | -98.4% |
| 1Y | -98.3% | -38.9% | -59.3% | -99.0% |
| All | -98.3% | -40.2% | -58.0% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling