-100.0%
DFNS vs SBAC
-8.2%
-91.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -2.6% |
| 7D | -42.8% | +3.0% | -45.8% | -41.1% |
| 30D | -67.6% | +4.3% | -71.9% | -65.8% |
| 3M | -94.9% | +4.1% | -99.0% | -94.6% |
| 6M | -96.7% | -11.6% | -85.1% | -97.1% |
| YTD | -99.6% | +0.4% | -100.0% | -99.7% |
| 1Y | -99.7% | -1.1% | -98.6% | -99.8% |
| 3Y | -100.0% | -7.3% | -92.7% | -100.0% |
| All | -100.0% | -8.2% | -91.8% | -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