-99.9%
DFNS vs SFM
+172.0%
-271.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -1.5% |
| 7D | +0.8% | -5.8% | +6.6% | +0.1% |
| 30D | -73.2% | -11.4% | -61.9% | -73.4% |
| 3M | -72.4% | -12.2% | -60.3% | -73.6% |
| 6M | -95.2% | -5.2% | -90.1% | -95.3% |
| YTD | -98.0% | -4.5% | -93.5% | -98.0% |
| 1Y | -98.3% | -45.4% | -52.9% | -98.6% |
| 3Y | -99.9% | +91.1% | -191.0% | -99.9% |
| 5Y | -99.9% | +226.8% | -326.7% | -99.9% |
| All | -99.9% | +172.0% | -271.9% | -99.9% |
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