-100.0%
DFNS vs SUI
+6.9%
-106.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.9% | +13.7% | +12.7% |
| 7D | -37.0% | +3.4% | -40.4% | -36.5% |
| 30D | -63.4% | +4.6% | -68.0% | -63.0% |
| 3M | -94.1% | +1.6% | -95.7% | -94.0% |
| 6M | -96.3% | -3.5% | -92.9% | -96.3% |
| YTD | -99.6% | -1.0% | -98.6% | -99.6% |
| 1Y | -99.7% | -1.7% | -98.0% | -99.7% |
| 3Y | -100.0% | +18.4% | -118.3% | -100.0% |
| 5Y | -100.0% | -26.3% | -73.6% | -100.0% |
| All | -100.0% | +6.9% | -106.9% | -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