-99.9%
DFNS vs SPY
+156.2%
-256.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.9% |
| 7D | +0.8% | +0.5% | +0.2% | +0.9% |
| 30D | -73.2% | -0.9% | -72.3% | -73.3% |
| 3M | -72.4% | +3.9% | -76.3% | -72.2% |
| 6M | -95.2% | +14.5% | -109.7% | -95.0% |
| YTD | -98.0% | +12.9% | -110.9% | -97.9% |
| 1Y | -98.3% | +19.4% | -117.6% | -98.2% |
| 3Y | -99.9% | +78.5% | -178.3% | -99.9% |
| 5Y | -99.9% | +81.8% | -181.6% | -99.8% |
| All | -99.9% | +156.2% | -256.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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