-99.9%
DFNS vs SPYG
+83.9%
-183.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.6% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | -73.9% | -1.7% | -72.2% | -73.9% |
| 3M | -71.7% | +3.6% | -75.4% | -71.5% |
| 6M | -94.6% | +16.6% | -111.2% | -94.4% |
| YTD | -98.1% | +13.4% | -111.4% | -98.0% |
| 1Y | -98.3% | +19.6% | -117.9% | -98.3% |
| 3Y | -99.9% | +99.8% | -199.6% | -99.9% |
| 5Y | -99.9% | +85.0% | -184.8% | -99.9% |
| All | -99.9% | +83.9% | -183.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling