-100.0%
DFNS vs SGI
+250.7%
-350.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -3.0% | -16.4% | -19.5% |
| 7D | -12.7% | -10.7% | -2.0% | -13.3% |
| 30D | -65.2% | -3.6% | -61.6% | -65.2% |
| 3M | -94.6% | -5.4% | -89.2% | -94.6% |
| 6M | -96.2% | -7.0% | -89.2% | -96.3% |
| YTD | -99.6% | -31.6% | -68.0% | -99.6% |
| 1Y | -99.7% | -33.5% | -66.2% | -99.7% |
| 3Y | -100.0% | +66.5% | -166.4% | -100.0% |
| 5Y | -100.0% | +42.2% | -142.1% | -100.0% |
| All | -100.0% | +250.7% | -350.7% | -100.0% |
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