+14.6%
SNOW vs DFNS
-100.0%
+114.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -2.6% |
| 7D | +5.5% | -6.0% | +11.5% | +5.5% |
| 30D | -13.2% | -71.2% | +58.0% | -13.0% |
| 3M | -13.7% | -94.5% | +80.8% | -13.4% |
| 6M | +91.0% | -96.5% | +187.5% | +91.5% |
| YTD | +32.7% | -99.6% | +132.3% | +32.6% |
| 1Y | +13.3% | -99.7% | +113.0% | +13.2% |
| 3Y | +83.4% | -100.0% | +183.3% | +77.1% |
| 5Y | -24.7% | -100.0% | +75.3% | -21.7% |
| All | +14.6% | -100.0% | +114.6% | +26.0% |
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