-95.6%
DFNS vs SAP
+19.5%
-115.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.1% | -8.1% | -10.7% |
| 7D | -44.0% | -0.7% | -43.3% | -43.4% |
| 30D | -69.1% | +11.1% | -80.2% | -70.2% |
| 3M | -95.6% | +17.0% | -112.7% | -96.0% |
| All | -95.6% | +19.5% | -115.1% | -96.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling