-100.0%
DFNS vs SNAP
-53.8%
-46.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.6% | -9.7% | -11.9% |
| 7D | -44.0% | -7.1% | -36.9% | -43.3% |
| 30D | -69.1% | -14.6% | -54.5% | -68.5% |
| 3M | -95.6% | -5.0% | -90.6% | -95.6% |
| 6M | -96.2% | -18.8% | -77.3% | -96.3% |
| YTD | -99.6% | -38.5% | -61.1% | -99.6% |
| 1Y | -99.7% | -38.1% | -61.7% | -99.8% |
| 3Y | -100.0% | -53.8% | -46.2% | -100.0% |
| All | -100.0% | -53.8% | -46.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling