-99.9%
DFNS vs SPXS
-80.2%
-19.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | +0.8% | -1.5% | +2.3% | +1.0% |
| 30D | -73.2% | +3.7% | -76.9% | -73.5% |
| 3M | -72.4% | -9.6% | -62.9% | -72.0% |
| 6M | -95.2% | -32.4% | -62.8% | -94.8% |
| YTD | -98.0% | -28.7% | -69.3% | -97.9% |
| 1Y | -98.3% | -38.1% | -60.2% | -98.1% |
| 3Y | -99.9% | -80.1% | -19.8% | -99.9% |
| All | -99.9% | -80.2% | -19.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling