-10.5%
SSPC vs DFNS
-91.7%
+81.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.8% | -14.1% | -1.0% |
| 7D | -8.3% | -37.0% | +28.7% | -9.2% |
| 30D | +12.8% | -63.4% | +76.2% | +10.4% |
| 3M | -29.8% | -94.1% | +64.3% | -33.7% |
| All | -10.5% | -91.7% | +81.2% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling