-98.3%
DFNS vs SAN
+55.7%
-154.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | +0.8% | +3.3% | -2.5% | -4.4% |
| 30D | -73.2% | +1.1% | -74.3% | -74.1% |
| 3M | -72.4% | +22.2% | -94.7% | -76.8% |
| 6M | -95.2% | +36.0% | -131.2% | -96.2% |
| YTD | -98.0% | +28.2% | -126.2% | -98.3% |
| 1Y | -98.3% | +54.1% | -152.4% | -98.9% |
| All | -98.3% | +55.7% | -154.0% | -98.9% |
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 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