-99.6%
DFNS vs SNAP
-22.3%
-77.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.9% | -24.2% | -22.1% |
| 7D | -27.7% | -0.7% | -27.0% | -28.0% |
| 30D | -58.0% | +5.5% | -63.5% | -60.6% |
| 3M | -94.0% | +2.2% | -96.2% | -94.4% |
| 6M | -94.6% | -4.1% | -90.5% | -95.8% |
| YTD | -99.4% | -26.6% | -72.8% | -99.6% |
| 1Y | -99.6% | -20.7% | -78.9% | -99.7% |
| All | -99.6% | -22.3% | -77.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling