-5.4%
STM vs DFNS
-100.0%
+94.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -19.4% | +19.8% | +0.5% |
| 7D | +16.3% | -12.7% | +29.0% | +16.3% |
| 30D | -6.3% | -65.2% | +58.9% | -5.9% |
| 3M | -14.1% | -94.6% | +80.5% | -13.2% |
| 6M | -19.6% | -96.2% | +76.7% | -19.8% |
| YTD | +80.1% | -99.6% | +179.7% | +80.6% |
| 1Y | +95.4% | -99.7% | +195.1% | +96.0% |
| 3Y | +14.7% | -100.0% | +114.7% | +12.3% |
| 5Y | -5.4% | -100.0% | +94.6% | +13.0% |
| All | -5.4% | -100.0% | +94.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling