-100.0%
DFNS vs SGI
+69.1%
-169.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.5% | -6.8% | -13.0% |
| 7D | -44.0% | +1.0% | -45.0% | -43.7% |
| 30D | -69.1% | +3.9% | -73.0% | -68.8% |
| 3M | -95.6% | -0.8% | -94.8% | -95.6% |
| 6M | -96.2% | -18.0% | -78.2% | -96.4% |
| YTD | -99.6% | -27.6% | -72.0% | -99.6% |
| 1Y | -99.7% | -27.2% | -72.5% | -99.8% |
| 3Y | -100.0% | +76.0% | -176.0% | -100.0% |
| All | -100.0% | +69.1% | -169.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling