+29.8%
SNOW vs DFNS
-99.9%
+129.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.5% |
| 7D | -7.5% | -3.3% | -4.2% | -7.5% |
| 30D | -1.3% | -73.1% | +71.8% | -1.2% |
| 3M | +37.4% | -71.4% | +108.8% | +37.4% |
| 6M | +88.1% | -93.8% | +181.9% | +87.8% |
| YTD | +50.3% | -98.0% | +148.4% | +49.8% |
| 1Y | +46.0% | -98.2% | +144.2% | +45.6% |
| 3Y | +98.7% | -99.9% | +198.6% | +91.5% |
| 5Y | +3.5% | -99.9% | +103.4% | +7.7% |
| All | +29.8% | -99.9% | +129.7% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling