-100.0%
DFNS vs SBAC
-6.5%
-93.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -4.3% |
| 7D | -6.0% | +0.6% | -6.6% | -5.6% |
| 30D | -71.2% | +5.5% | -76.7% | -69.5% |
| 3M | -94.5% | +3.1% | -97.6% | -94.3% |
| 6M | -96.5% | -7.0% | -89.5% | -96.8% |
| YTD | -99.6% | +0.5% | -100.1% | -99.7% |
| 1Y | -99.7% | +0.2% | -99.9% | -99.7% |
| 3Y | -100.0% | -7.4% | -92.6% | -100.0% |
| All | -100.0% | -6.5% | -93.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling