-99.9%
DFNS vs SYY
+25.4%
-125.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -1.0% |
| 7D | +0.8% | -2.8% | +3.6% | -1.4% |
| 30D | -73.2% | -5.3% | -67.9% | -74.3% |
| 3M | -72.4% | +5.1% | -77.5% | -70.5% |
| 6M | -95.2% | -5.0% | -90.2% | -95.6% |
| YTD | -98.0% | +10.7% | -108.7% | -97.7% |
| 1Y | -98.3% | +0.7% | -98.9% | -98.4% |
| 3Y | -99.9% | +24.0% | -123.9% | -99.9% |
| All | -99.9% | +25.4% | -125.3% | -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 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