+368.8%
SNXX vs DFNS
-96.8%
+465.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.5% | -4.5% | -7.1% |
| 7D | -12.0% | -6.3% | -5.7% | -12.1% |
| 30D | +37.9% | -74.0% | +111.9% | +36.8% |
| 3M | -52.7% | -70.1% | +17.5% | -22.1% |
| 6M | +194.8% | -93.9% | +288.7% | +364.0% |
| All | +368.8% | -96.8% | +465.6% | +645.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling