-99.9%
DFNS vs SNY
+2.9%
-102.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.9% |
| 7D | -3.3% | -3.6% | +0.3% | +1.1% |
| 30D | -73.1% | -1.9% | -71.2% | -72.6% |
| 3M | -71.4% | -2.0% | -69.4% | -71.6% |
| 6M | -93.8% | +2.5% | -96.4% | -94.2% |
| YTD | -98.0% | -7.0% | -91.1% | -97.9% |
| 1Y | -98.2% | -4.4% | -93.8% | -98.1% |
| 3Y | -99.9% | -8.4% | -91.5% | -99.9% |
| 5Y | -99.9% | +9.5% | -109.4% | -99.9% |
| All | -99.9% | +2.9% | -102.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling