-96.2%
DFNS vs SPYG
-1.0%
-95.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.3% | -19.1% | -18.7% |
| 7D | -12.7% | +4.2% | -16.9% | -20.9% |
| 30D | -65.2% | -7.4% | -57.8% | -57.6% |
| 3M | -94.6% | -5.3% | -89.3% | -93.6% |
| 6M | -96.2% | -1.2% | -95.1% | -95.7% |
| All | -96.2% | -1.0% | -95.2% | -95.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling