-96.2%
DFNS vs SAP
+30.7%
-126.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.1% | -8.1% | -0.3% |
| 7D | -44.0% | -0.7% | -43.3% | -45.6% |
| 30D | -69.1% | +11.1% | -80.2% | -79.0% |
| 3M | -95.6% | +17.0% | -112.7% | -97.8% |
| 6M | -96.2% | +34.8% | -131.0% | -99.0% |
| All | -96.2% | +30.7% | -126.9% | -99.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling