-100.0%
DFNS vs SAP
+57.0%
-157.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.6% | +12.7% |
| 7D | -13.0% | -2.5% | -10.5% | -12.5% |
| 30D | -56.9% | +7.5% | -64.3% | -57.7% |
| 3M | -93.2% | +11.6% | -104.9% | -93.4% |
| 6M | -95.4% | +37.6% | -133.1% | -95.8% |
| YTD | -99.5% | -2.0% | -97.6% | -99.6% |
| 1Y | -99.6% | -6.4% | -93.3% | -99.7% |
| 3Y | -100.0% | +67.7% | -167.7% | -100.0% |
| 5Y | -100.0% | +75.7% | -175.7% | -100.0% |
| All | -100.0% | +57.0% | -157.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling