+66.7%
SNXX vs DFNS
-99.1%
+165.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -18.3% | +2.6% | -15.6% |
| 7D | -47.8% | -27.7% | -20.1% | -47.7% |
| 30D | -66.0% | -58.0% | -8.1% | -65.9% |
| 3M | -57.5% | -94.0% | +36.5% | -57.8% |
| 6M | -66.7% | -94.6% | +27.9% | -43.1% |
| All | +66.7% | -99.1% | +165.7% | +165.7% |
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