-99.9%
DFNS vs SAP
+41.8%
-141.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -73.2% | +2.6% | -75.8% | -73.4% |
| 3M | -72.4% | +16.3% | -88.7% | -74.3% |
| 6M | -95.2% | +6.4% | -101.6% | -95.7% |
| YTD | -98.0% | -11.4% | -86.6% | -98.3% |
| 1Y | -98.3% | -20.4% | -77.8% | -98.6% |
| 3Y | -99.9% | +56.5% | -156.4% | -99.9% |
| 5Y | -99.9% | +56.8% | -156.6% | -99.9% |
| All | -99.9% | +41.8% | -141.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SAP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling