-100.0%
DFNS vs SNAP
-78.5%
-21.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.1% |
| 7D | -42.8% | -7.3% | -35.5% | -42.6% |
| 30D | -67.6% | -18.9% | -48.6% | -67.3% |
| 3M | -94.9% | -5.3% | -89.6% | -94.8% |
| 6M | -96.7% | -16.9% | -79.8% | -96.8% |
| YTD | -99.6% | -37.4% | -62.2% | -99.6% |
| 1Y | -99.7% | -38.5% | -61.2% | -99.7% |
| 3Y | -100.0% | -55.1% | -44.9% | -100.0% |
| 5Y | -100.0% | -90.8% | -9.2% | -100.0% |
| All | -100.0% | -78.5% | -21.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling