-100.0%
DFNS vs SAN
+504.9%
-604.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.3% |
| 7D | -6.0% | +4.0% | -10.0% | -4.9% |
| 30D | -71.2% | -7.8% | -63.4% | -71.8% |
| 3M | -94.5% | -16.4% | -78.2% | -94.8% |
| 6M | -96.5% | +3.5% | -100.1% | -96.5% |
| YTD | -99.6% | +6.7% | -106.3% | -99.6% |
| 1Y | -99.7% | +14.5% | -114.2% | -99.7% |
| 3Y | -100.0% | +243.5% | -343.5% | -100.0% |
| 5Y | -100.0% | +296.2% | -396.2% | -99.9% |
| All | -100.0% | +504.9% | -604.9% | -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