+9.5%
SNOW vs DFNS
-99.6%
+109.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -18.3% | +16.8% | -1.0% |
| 7D | -14.5% | -27.7% | +13.2% | -13.7% |
| 30D | -14.3% | -58.0% | +43.7% | -12.2% |
| 3M | -8.3% | -94.0% | +85.7% | -1.6% |
| 6M | +101.5% | -94.6% | +196.1% | +139.1% |
| YTD | +32.5% | -99.4% | +131.9% | +78.5% |
| 1Y | +9.5% | -99.6% | +109.1% | +50.1% |
| All | +9.5% | -99.6% | +109.1% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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