-100.0%
DFNS vs SAN
+517.3%
-617.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.1% | -9.1% | -1.2% |
| 7D | -42.8% | +8.7% | -51.5% | -41.1% |
| 30D | -67.6% | -6.5% | -61.1% | -68.0% |
| 3M | -94.9% | -14.2% | -80.7% | -95.0% |
| 6M | -96.7% | +2.7% | -99.5% | -96.7% |
| YTD | -99.6% | +8.9% | -108.5% | -99.6% |
| 1Y | -99.7% | +23.4% | -123.1% | -99.7% |
| 3Y | -100.0% | +257.9% | -357.9% | -100.0% |
| 5Y | -100.0% | +297.8% | -397.7% | -99.9% |
| All | -100.0% | +517.3% | -617.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling