-100.0%
DFNS vs SN
+441.3%
-541.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.7% |
| 7D | -13.0% | +3.5% | -16.5% | -12.7% |
| 30D | -56.9% | +19.4% | -76.3% | -56.2% |
| 3M | -93.2% | +20.9% | -114.1% | -93.1% |
| 6M | -95.4% | +111.1% | -206.6% | -94.9% |
| YTD | -99.5% | +102.8% | -202.3% | -99.5% |
| 1Y | -99.6% | +146.2% | -245.8% | -99.6% |
| All | -100.0% | +441.3% | -541.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling