-99.9%
DFNS vs SN
+490.7%
-590.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | -16.0% | -9.3% | -6.7% | -16.5% |
| 30D | -77.7% | -4.8% | -72.9% | -77.7% |
| 3M | -77.2% | +40.4% | -117.6% | -76.0% |
| 6M | -95.2% | +50.9% | -146.1% | -94.9% |
| YTD | -98.0% | +54.9% | -152.9% | -97.8% |
| 1Y | -98.3% | +43.0% | -141.3% | -98.2% |
| 3Y | -99.9% | +391.8% | -491.7% | -99.9% |
| All | -99.9% | +490.7% | -590.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling