-99.6%
DFNS vs SNY
+2.7%
-102.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.7% | -23.1% | -19.9% |
| 7D | -27.7% | +12.4% | -40.0% | -31.8% |
| 30D | -58.0% | +20.1% | -78.1% | -61.9% |
| 3M | -94.0% | +11.2% | -105.2% | -94.3% |
| 6M | -94.6% | +9.5% | -104.1% | -95.0% |
| YTD | -99.4% | +3.4% | -102.8% | -99.5% |
| 1Y | -99.6% | +2.0% | -101.7% | -99.7% |
| All | -99.6% | +2.7% | -102.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling