-99.9%
DFNS vs SRE
+48.6%
-148.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -5.1% |
| 7D | +4.6% | +1.5% | +3.2% | +5.9% |
| 30D | -73.9% | +0.8% | -74.7% | -73.3% |
| 3M | -71.7% | -5.8% | -65.9% | -72.7% |
| 6M | -94.6% | -7.8% | -86.8% | -94.8% |
| YTD | -98.1% | -2.4% | -95.7% | -98.1% |
| 1Y | -98.3% | +8.9% | -107.2% | -98.2% |
| 3Y | -99.9% | +31.1% | -131.0% | -99.9% |
| 5Y | -99.9% | +48.6% | -148.5% | -99.9% |
| All | -99.9% | +48.6% | -148.4% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling