-99.9%
DFNS vs SAN
+630.6%
-730.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.3% |
| 7D | -16.0% | +1.8% | -17.8% | -15.6% |
| 30D | -77.7% | +2.0% | -79.7% | -77.5% |
| 3M | -77.2% | +19.7% | -96.9% | -76.0% |
| 6M | -95.2% | +30.6% | -125.8% | -94.7% |
| YTD | -98.0% | +28.8% | -126.8% | -97.8% |
| 1Y | -98.3% | +57.8% | -156.0% | -97.9% |
| 3Y | -99.9% | +338.1% | -438.0% | -99.7% |
| 5Y | -99.9% | +384.2% | -484.1% | -99.7% |
| All | -99.9% | +630.6% | -730.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling