-99.6%
DFNS vs SPXS
-30.2%
-69.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -4.9% | -13.5% | -23.5% |
| 7D | -27.7% | +2.2% | -29.8% | -26.3% |
| 30D | -58.0% | +3.8% | -61.7% | -56.1% |
| 3M | -94.0% | +3.3% | -97.3% | -93.6% |
| 6M | -94.6% | -16.7% | -77.9% | -95.2% |
| YTD | -99.4% | -28.5% | -70.9% | -99.5% |
| 1Y | -99.6% | -30.4% | -69.2% | -99.7% |
| All | -99.6% | -30.2% | -69.5% | -99.7% |
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