-99.9%
DFNS vs SNAP
-76.9%
-23.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.8% |
| 7D | +0.8% | +1.5% | -0.7% | +0.7% |
| 30D | -73.2% | +1.9% | -75.1% | -73.3% |
| 3M | -72.4% | -3.9% | -68.6% | -72.8% |
| 6M | -95.2% | +5.2% | -100.5% | -95.3% |
| YTD | -98.0% | -32.7% | -65.3% | -98.0% |
| 1Y | -98.3% | -24.8% | -73.5% | -98.3% |
| 3Y | -99.9% | -42.2% | -57.7% | -99.9% |
| 5Y | -99.9% | -92.7% | -7.2% | -99.9% |
| All | -99.9% | -76.9% | -23.0% | -99.9% |
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