-100.0%
DFNS vs SNPS
+118.8%
-218.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.9% | -14.8% | -19.0% |
| 7D | -37.4% | -10.2% | -27.3% | -36.5% |
| 30D | -65.8% | -12.8% | -53.0% | -65.2% |
| 3M | -95.0% | +9.9% | -104.9% | -95.0% |
| 6M | -95.8% | -12.4% | -83.4% | -95.9% |
| YTD | -99.5% | -6.3% | -93.3% | -99.6% |
| 1Y | -99.7% | +7.6% | -107.4% | -99.8% |
| 3Y | -100.0% | -9.8% | -90.2% | -100.0% |
| 5Y | -100.0% | +29.2% | -129.2% | -100.0% |
| All | -100.0% | +118.8% | -218.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling