-93.8%
DFNS vs SNY
+1.1%
-94.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.8% |
| 7D | -3.3% | -3.6% | +0.3% | -0.8% |
| 30D | -73.1% | -1.9% | -71.2% | -72.7% |
| 3M | -71.4% | -2.0% | -69.4% | -72.4% |
| 6M | -93.8% | +2.5% | -96.4% | -94.5% |
| All | -93.8% | +1.1% | -94.9% | -94.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling