-100.0%
DFNS vs SN
+681.9%
-781.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -2.8% |
| 7D | -42.8% | +7.6% | -50.5% | -42.5% |
| 30D | -67.6% | +24.1% | -91.6% | -67.1% |
| 3M | -94.9% | +23.7% | -118.6% | -94.8% |
| 6M | -96.7% | +105.5% | -202.3% | -96.4% |
| YTD | -99.6% | +105.1% | -204.7% | -99.6% |
| 1Y | -99.7% | +148.3% | -248.0% | -99.7% |
| 3Y | -100.0% | +438.7% | -538.6% | -100.0% |
| All | -100.0% | +681.9% | -781.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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