-99.9%
DFNS vs SIRI
-39.7%
-60.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.5% |
| 7D | -6.3% | +0.6% | -6.9% | -6.3% |
| 30D | -74.0% | +2.5% | -76.5% | -73.9% |
| 3M | -70.1% | +6.6% | -76.8% | -69.9% |
| 6M | -93.9% | +32.9% | -126.8% | -93.6% |
| YTD | -98.1% | +50.5% | -148.6% | -97.9% |
| 1Y | -98.3% | +28.0% | -126.3% | -98.2% |
| 3Y | -99.9% | -22.4% | -77.5% | -99.9% |
| 5Y | -99.9% | -41.3% | -58.6% | -99.9% |
| All | -99.9% | -39.7% | -60.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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