-98.2%
DFNS vs SBAC
-2.7%
-95.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.4% | +3.2% |
| 7D | -3.3% | -5.3% | +1.9% | -0.4% |
| 30D | -73.1% | +0.4% | -73.5% | -73.2% |
| 3M | -71.4% | -11.9% | -59.5% | -70.1% |
| 6M | -93.8% | -4.5% | -89.4% | -94.0% |
| YTD | -98.0% | -4.3% | -93.7% | -98.1% |
| 1Y | -98.2% | -3.9% | -94.3% | -98.1% |
| All | -98.2% | -2.7% | -95.5% | -98.1% |
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