-98.3%
DFNS vs SBAC
-3.2%
-95.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | -16.0% | -0.8% | -15.2% | -15.5% |
| 30D | -77.7% | +6.9% | -84.6% | -78.6% |
| 3M | -77.2% | -8.2% | -69.0% | -76.7% |
| 6M | -95.2% | -1.6% | -93.5% | -95.4% |
| YTD | -98.0% | -0.1% | -97.9% | -98.1% |
| 1Y | -98.3% | -0.5% | -97.8% | -98.3% |
| All | -98.3% | -3.2% | -95.1% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling