-100.0%
DFNS vs SAN
+267.8%
-367.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.2% | -10.0% | -13.1% |
| 7D | -44.0% | +4.9% | -48.9% | -42.6% |
| 30D | -69.1% | -13.0% | -56.1% | -70.6% |
| 3M | -95.6% | -18.9% | -76.8% | -95.9% |
| 6M | -96.2% | -4.1% | -92.0% | -96.2% |
| YTD | -99.6% | +2.6% | -102.2% | -99.6% |
| 1Y | -99.7% | +16.9% | -116.7% | -99.7% |
| 3Y | -100.0% | +239.1% | -339.0% | -99.9% |
| All | -100.0% | +267.8% | -367.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling