-99.9%
DFNS vs SPXS
-95.5%
-4.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.3% | +1.4% |
| 7D | -3.3% | +6.4% | -9.7% | -3.7% |
| 30D | -73.1% | +6.0% | -79.1% | -73.2% |
| 3M | -71.4% | -11.6% | -59.7% | -71.1% |
| 6M | -93.8% | -28.7% | -65.1% | -93.7% |
| YTD | -98.0% | -26.3% | -71.8% | -98.0% |
| 1Y | -98.2% | -34.9% | -63.2% | -98.1% |
| 3Y | -99.9% | -79.5% | -20.4% | -99.9% |
| 5Y | -99.9% | -85.9% | -13.9% | -99.9% |
| All | -99.9% | -95.5% | -4.3% | -99.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling