-98.3%
DFNS vs SNY
-4.5%
-93.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.6% |
| 7D | -6.3% | -3.3% | -3.0% | -3.7% |
| 30D | -74.0% | -2.2% | -71.8% | -73.5% |
| 3M | -70.1% | -3.0% | -67.1% | -70.3% |
| 6M | -93.9% | +2.7% | -96.6% | -94.3% |
| YTD | -98.1% | -6.8% | -91.3% | -98.1% |
| 1Y | -98.3% | -5.3% | -93.0% | -98.4% |
| All | -98.3% | -4.5% | -93.8% | -98.4% |
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