-100.0%
DFNS vs SPYG
+153.8%
-253.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.4% |
| 7D | -6.0% | +2.3% | -8.3% | -6.1% |
| 30D | -71.2% | -6.5% | -64.7% | -71.1% |
| 3M | -94.5% | -6.8% | -87.7% | -94.5% |
| 6M | -96.5% | -3.1% | -93.4% | -96.5% |
| YTD | -99.6% | +8.0% | -107.6% | -99.6% |
| 1Y | -99.7% | +10.2% | -109.9% | -99.7% |
| 3Y | -100.0% | +91.0% | -191.0% | -100.0% |
| 5Y | -100.0% | +67.7% | -167.7% | -100.0% |
| All | -100.0% | +153.8% | -253.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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