-99.9%
DFNS vs SAN
+384.1%
-483.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -5.1% |
| 7D | +4.6% | -0.5% | +5.1% | +4.4% |
| 30D | -73.9% | -0.1% | -73.8% | -73.8% |
| 3M | -71.7% | +19.6% | -91.3% | -69.6% |
| 6M | -94.6% | +32.7% | -127.3% | -93.8% |
| YTD | -98.1% | +26.7% | -124.8% | -97.9% |
| 1Y | -98.3% | +51.6% | -149.9% | -97.9% |
| 3Y | -99.9% | +348.7% | -448.6% | -99.7% |
| 5Y | -99.9% | +378.7% | -478.6% | -99.6% |
| All | -99.9% | +384.1% | -483.9% | -99.6% |
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