-99.9%
DFNS vs SITM
+1,085.7%
-1,185.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.1% | -2.7% |
| 7D | -6.3% | +3.9% | -10.2% | -6.4% |
| 30D | -74.0% | -6.6% | -67.4% | -73.9% |
| 3M | -70.1% | -11.9% | -58.3% | -69.9% |
| 6M | -93.9% | +81.1% | -175.0% | -94.0% |
| YTD | -98.1% | +80.0% | -178.1% | -98.1% |
| 1Y | -98.3% | +145.8% | -244.1% | -98.3% |
| 3Y | -99.9% | +475.9% | -575.8% | -99.9% |
| 5Y | -99.9% | +189.2% | -289.1% | -99.9% |
| All | -99.9% | +1,085.7% | -1,185.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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