-99.9%
DFNS vs SNPS
+94.8%
-194.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.8% | -5.5% | +6.3% | +1.4% |
| 30D | -73.2% | -5.8% | -67.5% | -73.0% |
| 3M | -72.4% | -17.2% | -55.2% | -72.4% |
| 6M | -95.2% | -10.4% | -84.8% | -95.2% |
| YTD | -98.0% | -16.5% | -81.4% | -98.0% |
| 1Y | -98.3% | -35.6% | -62.6% | -98.3% |
| 3Y | -99.9% | -14.6% | -85.3% | -99.9% |
| 5Y | -99.9% | +16.5% | -116.3% | -99.9% |
| All | -99.9% | +94.8% | -194.7% | -99.9% |
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