-99.6%
DFNS vs SAN
+23.5%
-123.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.4% | -24.8% | -26.1% |
| 7D | -27.7% | +4.5% | -32.2% | -33.2% |
| 30D | -58.0% | -12.1% | -45.9% | -50.8% |
| 3M | -94.0% | -15.6% | -78.4% | -92.7% |
| 6M | -94.6% | +5.8% | -100.4% | -94.2% |
| YTD | -99.4% | +5.5% | -104.9% | -99.4% |
| 1Y | -99.6% | +23.6% | -123.2% | -99.7% |
| All | -99.6% | +23.5% | -123.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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