-99.6%
DFNS vs SNAP
-38.5%
-61.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.8% | +5.9% | +7.5% |
| 7D | -13.0% | -9.8% | -3.2% | -4.8% |
| 30D | -56.9% | -18.2% | -38.6% | -50.0% |
| 3M | -93.2% | -3.1% | -90.1% | -93.5% |
| 6M | -95.4% | -7.1% | -88.3% | -96.3% |
| YTD | -99.5% | -33.8% | -65.7% | -99.6% |
| 1Y | -99.6% | -39.0% | -60.6% | -99.7% |
| All | -99.6% | -38.5% | -61.2% | -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