-99.9%
DFNS vs SFM
+190.9%
-290.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.9% |
| 7D | -16.0% | -0.1% | -15.9% | -16.0% |
| 30D | -77.7% | -4.4% | -73.3% | -77.6% |
| 3M | -77.2% | +1.5% | -78.7% | -77.4% |
| 6M | -95.2% | +6.5% | -101.7% | -95.2% |
| YTD | -98.0% | +2.2% | -100.1% | -98.0% |
| 1Y | -98.3% | -41.9% | -56.4% | -98.6% |
| 3Y | -99.9% | +106.8% | -206.6% | -99.9% |
| 5Y | -99.9% | +231.6% | -331.4% | -99.9% |
| All | -99.9% | +190.9% | -290.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling