-99.9%
DFNS vs SYY
+78.0%
-177.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.2% |
| 7D | -6.3% | +3.9% | -10.3% | -5.2% |
| 30D | -74.0% | -1.7% | -72.2% | -74.1% |
| 3M | -70.1% | +5.2% | -75.3% | -69.5% |
| 6M | -93.9% | -0.2% | -93.7% | -93.9% |
| YTD | -98.1% | +15.4% | -113.5% | -98.0% |
| 1Y | -98.3% | +5.6% | -103.9% | -98.3% |
| 3Y | -99.9% | +28.9% | -128.8% | -99.9% |
| 5Y | -99.9% | +24.1% | -123.9% | -99.9% |
| All | -99.9% | +78.0% | -177.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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