-99.9%
DFNS vs SBAC
-30.3%
-69.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.9% |
| 7D | +0.8% | -0.1% | +0.9% | +0.6% |
| 30D | -73.2% | +3.2% | -76.5% | -72.8% |
| 3M | -72.4% | -5.1% | -67.4% | -73.2% |
| 6M | -95.2% | -2.1% | -93.1% | -95.4% |
| YTD | -98.0% | -0.5% | -97.5% | -98.0% |
| 1Y | -98.3% | +1.1% | -99.4% | -98.3% |
| 3Y | -99.9% | -7.4% | -92.4% | -99.9% |
| 5Y | -99.9% | -44.3% | -55.5% | -99.9% |
| All | -99.9% | -30.3% | -69.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling