-99.9%
DFNS vs SPXS
-95.6%
-4.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.1% | -4.7% |
| 7D | +4.6% | +1.2% | +3.4% | +4.5% |
| 30D | -73.9% | +5.2% | -79.1% | -74.0% |
| 3M | -71.7% | -9.2% | -62.5% | -71.5% |
| 6M | -94.6% | -29.6% | -65.0% | -94.4% |
| YTD | -98.1% | -27.6% | -70.4% | -98.0% |
| 1Y | -98.3% | -36.7% | -61.6% | -98.2% |
| 3Y | -99.9% | -79.8% | -20.0% | -99.9% |
| 5Y | -99.9% | -85.9% | -14.0% | -99.9% |
| All | -99.9% | -95.6% | -4.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling