-93.7%
DFNS vs SNDU
+194.5%
-288.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.6% | +5.1% | -2.5% |
| 7D | -6.3% | -12.7% | +6.4% | -6.3% |
| 30D | -74.0% | +35.8% | -109.8% | -73.6% |
| 3M | -70.1% | -54.8% | -15.3% | -69.2% |
| All | -93.7% | +194.5% | -288.2% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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