-100.0%
DFNS vs SAP
+70.5%
-170.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.1% | -8.1% | -10.9% |
| 7D | -44.0% | -0.7% | -43.3% | -44.0% |
| 30D | -69.1% | +11.1% | -80.2% | -70.2% |
| 3M | -95.6% | +17.0% | -112.7% | -95.9% |
| 6M | -96.2% | +34.8% | -131.0% | -96.6% |
| YTD | -99.6% | -2.2% | -97.4% | -99.7% |
| 1Y | -99.7% | -6.4% | -93.3% | -99.8% |
| 3Y | -100.0% | +75.1% | -175.1% | -100.0% |
| All | -100.0% | +70.5% | -170.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling