-99.9%
DFNS vs SAP
+60.5%
-160.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -16.0% | -2.9% | -13.1% | -14.5% |
| 30D | -77.7% | +9.0% | -86.7% | -78.6% |
| 3M | -77.2% | +14.9% | -92.1% | -80.7% |
| 6M | -95.2% | +11.9% | -107.1% | -96.1% |
| YTD | -98.0% | -9.9% | -88.1% | -98.6% |
| 1Y | -98.3% | -19.5% | -78.7% | -99.0% |
| All | -99.9% | +60.5% | -160.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling