-100.0%
DFNS vs SYY
+66.1%
-166.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.2% |
| 7D | -6.0% | +0.3% | -6.3% | -5.9% |
| 30D | -71.2% | -4.8% | -66.4% | -71.4% |
| 3M | -94.5% | -7.1% | -87.5% | -94.6% |
| 6M | -96.5% | +6.8% | -103.3% | -96.4% |
| YTD | -99.6% | +7.7% | -107.3% | -99.6% |
| 1Y | -99.7% | +5.7% | -105.4% | -99.7% |
| 3Y | -100.0% | +24.6% | -124.5% | -100.0% |
| 5Y | -100.0% | +15.6% | -115.6% | -100.0% |
| All | -100.0% | +66.1% | -166.1% | -100.0% |
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