-100.0%
DFNS vs SNPS
+129.9%
-229.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.1% | -19.5% | -19.4% |
| 7D | -12.7% | +5.1% | -17.7% | -13.3% |
| 30D | -65.2% | -6.4% | -58.8% | -64.9% |
| 3M | -94.6% | +12.2% | -106.8% | -94.6% |
| 6M | -96.2% | -9.8% | -86.4% | -96.3% |
| YTD | -99.6% | -1.5% | -98.1% | -99.6% |
| 1Y | -99.7% | +16.0% | -115.7% | -99.7% |
| 3Y | -100.0% | -10.8% | -89.2% | -100.0% |
| 5Y | -100.0% | +33.3% | -133.3% | -100.0% |
| All | -100.0% | +129.9% | -229.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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