+20.1%
SPYM vs DFNS
-98.3%
+118.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +0.1% | -16.0% | +16.1% | +0.2% |
| 30D | +0.1% | -77.7% | +77.8% | +0.7% |
| 3M | +2.0% | -77.2% | +79.2% | +4.8% |
| 6M | +13.1% | -95.2% | +108.2% | +20.7% |
| YTD | +13.6% | -98.0% | +111.6% | +23.6% |
| 1Y | +20.1% | -98.3% | +118.3% | +29.2% |
| All | +20.1% | -98.3% | +118.4% | +29.2% |
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