-100.0%
DFNS vs SFM
+86.1%
-186.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.4% |
| 7D | -6.0% | +6.0% | -12.0% | -5.6% |
| 30D | -71.2% | -19.5% | -51.7% | -71.6% |
| 3M | -94.5% | -37.0% | -57.5% | -94.7% |
| 6M | -96.5% | -41.0% | -55.5% | -96.8% |
| YTD | -99.6% | -34.6% | -65.0% | -99.6% |
| 1Y | -99.7% | -36.3% | -63.4% | -99.7% |
| 3Y | -100.0% | +24.5% | -124.5% | -100.0% |
| 5Y | -100.0% | +115.9% | -215.9% | -100.0% |
| All | -100.0% | +86.1% | -186.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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