+78.9%
SPYM vs DFNS
-99.9%
+178.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +0.6% | +0.8% | -0.2% | +0.6% |
| 30D | -0.9% | -73.2% | +72.3% | -1.0% |
| 3M | +3.9% | -72.4% | +76.4% | +4.0% |
| 6M | +14.5% | -95.2% | +109.8% | +14.5% |
| YTD | +13.0% | -98.0% | +111.0% | +12.9% |
| 1Y | +19.4% | -98.3% | +117.7% | +19.3% |
| 3Y | +78.9% | -99.9% | +178.7% | +77.2% |
| All | +78.9% | -99.9% | +178.7% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling