-98.3%
DFNS vs SGI
-17.2%
-81.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -16.0% | +8.5% | -24.5% | -17.7% |
| 30D | -77.7% | +0.7% | -78.4% | -77.7% |
| 3M | -77.2% | +0.6% | -77.8% | -77.2% |
| 6M | -95.2% | -17.9% | -77.2% | -94.9% |
| YTD | -98.0% | -21.2% | -76.8% | -97.8% |
| 1Y | -98.3% | -18.9% | -79.4% | -97.8% |
| All | -98.3% | -17.2% | -81.1% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling