-100.0%
DFNS vs SUI
+7.8%
-107.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.5% | -10.8% | -12.4% |
| 7D | -44.0% | +6.2% | -50.2% | -43.4% |
| 30D | -69.1% | +8.6% | -77.7% | -68.7% |
| 3M | -95.6% | +1.0% | -96.6% | -95.6% |
| 6M | -96.2% | -2.6% | -93.6% | -96.2% |
| YTD | -99.6% | -0.1% | -99.5% | -99.6% |
| 1Y | -99.7% | +0.5% | -100.2% | -99.7% |
| 3Y | -100.0% | +15.3% | -115.2% | -100.0% |
| 5Y | -100.0% | -26.1% | -73.8% | -100.0% |
| All | -100.0% | +7.8% | -107.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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