-99.9%
DFNS vs SGI
+294.8%
-394.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.8% |
| 7D | +4.6% | +0.6% | +4.0% | +4.7% |
| 30D | -73.9% | +5.5% | -79.4% | -73.8% |
| 3M | -71.7% | -3.6% | -68.1% | -71.8% |
| 6M | -94.6% | -15.0% | -79.6% | -94.7% |
| YTD | -98.1% | -23.0% | -75.0% | -98.1% |
| 1Y | -98.3% | -18.4% | -79.9% | -98.3% |
| 3Y | -99.9% | +57.8% | -157.6% | -99.9% |
| 5Y | -99.9% | +51.5% | -151.3% | -99.9% |
| All | -99.9% | +294.8% | -394.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling