+86.2%
SNOW vs DFNS
-100.0%
+186.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +5.5% |
| 7D | +0.2% | -42.8% | +43.0% | +0.3% |
| 30D | -21.1% | -67.6% | +46.5% | -20.9% |
| 3M | -11.9% | -94.9% | +83.0% | -11.5% |
| 6M | +91.0% | -96.7% | +187.7% | +91.5% |
| YTD | +32.7% | -99.6% | +132.3% | +32.7% |
| 1Y | +10.8% | -99.7% | +110.5% | +10.7% |
| 3Y | +86.2% | -100.0% | +186.2% | +87.5% |
| All | +86.2% | -100.0% | +186.2% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling