-100.0%
DFNS vs SE
-35.7%
-64.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.7% | -20.1% | -19.4% |
| 7D | -12.7% | -1.5% | -11.2% | -12.6% |
| 30D | -65.2% | -22.3% | -42.9% | -64.2% |
| 3M | -94.6% | -41.8% | -52.7% | -94.2% |
| 6M | -96.2% | -22.4% | -73.9% | -96.1% |
| YTD | -99.6% | -41.6% | -58.0% | -99.6% |
| 1Y | -99.7% | -48.0% | -51.7% | -99.7% |
| 3Y | -100.0% | +63.9% | -163.8% | -100.0% |
| 5Y | -100.0% | -78.2% | -21.8% | -100.0% |
| All | -100.0% | -35.7% | -64.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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