+18.6%
SNOW vs DFNS
-100.0%
+118.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.7% | -10.9% | +1.8% |
| 7D | +3.7% | -13.0% | +16.6% | +3.7% |
| 30D | -16.4% | -56.9% | +40.5% | -16.3% |
| 3M | -9.9% | -93.2% | +83.4% | -9.5% |
| 6M | +98.8% | -95.4% | +194.3% | +99.2% |
| YTD | +37.3% | -99.5% | +136.8% | +37.2% |
| 1Y | +11.0% | -99.6% | +110.7% | +10.9% |
| 3Y | +87.8% | -100.0% | +187.8% | +81.3% |
| 5Y | -18.4% | -100.0% | +81.6% | -15.1% |
| All | +18.6% | -100.0% | +118.6% | +30.3% |
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