-99.9%
DFNS vs SGI
+61.8%
-161.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.8% |
| 7D | +0.8% | +9.3% | -8.5% | +1.6% |
| 30D | -73.2% | +6.9% | -80.1% | -73.1% |
| 3M | -72.4% | +2.8% | -75.3% | -72.4% |
| 6M | -95.2% | -12.6% | -82.6% | -95.3% |
| YTD | -98.0% | -21.5% | -76.5% | -98.0% |
| 1Y | -98.3% | -18.8% | -79.5% | -98.3% |
| 3Y | -99.9% | +60.8% | -160.7% | -99.9% |
| 5Y | -99.9% | +60.0% | -159.9% | -99.9% |
| All | -99.9% | +61.8% | -161.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling