-100.0%
DFNS vs SYY
+24.2%
-124.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.9% | +13.6% | +12.1% |
| 7D | -13.0% | 0.0% | -13.0% | -12.9% |
| 30D | -56.9% | -2.2% | -54.6% | -57.2% |
| 3M | -93.2% | -8.0% | -85.2% | -93.6% |
| 6M | -95.4% | +7.5% | -102.9% | -94.9% |
| YTD | -99.5% | +7.4% | -106.9% | -99.4% |
| 1Y | -99.6% | +4.9% | -104.5% | -99.6% |
| All | -100.0% | +24.2% | -124.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling