-100.0%
DFNS vs SRE
+54.7%
-154.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.0% |
| 7D | -6.0% | +1.8% | -7.7% | -4.7% |
| 30D | -71.2% | -3.0% | -68.2% | -71.9% |
| 3M | -94.5% | -7.3% | -87.3% | -94.8% |
| 6M | -96.5% | -11.9% | -84.7% | -96.8% |
| YTD | -99.6% | -7.9% | -91.8% | -99.6% |
| 1Y | -99.7% | -11.1% | -88.5% | -99.7% |
| 3Y | -100.0% | +24.8% | -124.8% | -100.0% |
| 5Y | -100.0% | +52.4% | -152.3% | -100.0% |
| All | -100.0% | +54.7% | -154.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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