-95.6%
DFNS vs SN
+21.1%
-116.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.7% | -14.9% | -12.5% |
| 7D | -44.0% | +7.2% | -51.2% | -44.6% |
| 30D | -69.1% | +20.4% | -89.5% | -70.2% |
| 3M | -95.6% | +23.9% | -119.5% | -95.8% |
| All | -95.6% | +21.1% | -116.7% | -95.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling