+14.8%
SPYM vs DFNS
-99.6%
+114.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -18.3% | +20.0% | +1.7% |
| 7D | -0.7% | -27.7% | +26.9% | -0.6% |
| 30D | -1.1% | -58.0% | +56.9% | -0.7% |
| 3M | -0.3% | -94.0% | +93.7% | +0.8% |
| 6M | +7.3% | -94.6% | +101.9% | +12.3% |
| YTD | +13.4% | -99.4% | +112.8% | +26.6% |
| 1Y | +14.8% | -99.6% | +114.5% | +30.0% |
| All | +14.8% | -99.6% | +114.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling