+47.2%
SPGI vs DFNS
-100.0%
+147.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.7% |
| 7D | -0.9% | -42.8% | +42.0% | -0.9% |
| 30D | +15.5% | -67.6% | +83.1% | +15.4% |
| 3M | +15.7% | -94.9% | +110.5% | +15.4% |
| 6M | +19.1% | -96.7% | +115.8% | +18.9% |
| YTD | -4.1% | -99.6% | +95.6% | -4.4% |
| 1Y | +1.2% | -99.7% | +100.9% | +0.7% |
| 3Y | +31.6% | -100.0% | +131.6% | +30.2% |
| 5Y | +12.4% | -100.0% | +112.4% | +8.5% |
| All | +47.2% | -100.0% | +147.2% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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