-100.0%
DFNS vs SPYG
+156.1%
-256.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.3% | -19.1% | -19.3% |
| 7D | -12.7% | +4.2% | -16.9% | -12.9% |
| 30D | -65.2% | -7.4% | -57.8% | -65.1% |
| 3M | -94.6% | -5.3% | -89.3% | -94.6% |
| 6M | -96.2% | -1.2% | -95.1% | -96.2% |
| YTD | -99.6% | +9.0% | -108.6% | -99.6% |
| 1Y | -99.7% | +8.8% | -108.5% | -99.7% |
| 3Y | -100.0% | +92.8% | -192.7% | -100.0% |
| 5Y | -100.0% | +69.3% | -169.3% | -100.0% |
| All | -100.0% | +156.1% | -256.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling