-96.2%
DFNS vs SPXS
-7.8%
-88.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.0% | -20.4% | -18.1% |
| 7D | -12.7% | -9.5% | -3.2% | -22.2% |
| 30D | -65.2% | +7.4% | -72.6% | -59.7% |
| 3M | -94.6% | +6.1% | -100.7% | -93.6% |
| 6M | -96.2% | -7.3% | -89.0% | -96.0% |
| All | -96.2% | -7.8% | -88.5% | -96.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling