-100.0%
DFNS vs SNPS
+132.1%
-232.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -3.4% |
| 7D | -42.8% | +0.2% | -43.0% | -42.8% |
| 30D | -67.6% | -8.4% | -59.1% | -67.2% |
| 3M | -94.9% | +12.3% | -107.1% | -94.9% |
| 6M | -96.7% | -9.6% | -87.2% | -96.8% |
| YTD | -99.6% | -0.6% | -99.0% | -99.6% |
| 1Y | -99.7% | +18.7% | -118.4% | -99.7% |
| 3Y | -100.0% | -7.6% | -92.4% | -100.0% |
| 5Y | -100.0% | +34.1% | -134.1% | -100.0% |
| All | -100.0% | +132.1% | -232.0% | -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