+448.0%
SNXX vs DFNS
-96.8%
+544.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.4% | +2.7% |
| 7D | +27.3% | +4.6% | +22.7% | +27.3% |
| 30D | +89.3% | -73.9% | +163.2% | +87.8% |
| 3M | -29.6% | -71.7% | +42.2% | +16.1% |
| 6M | +324.4% | -94.6% | +419.0% | +555.6% |
| All | +448.0% | -96.8% | +544.7% | +771.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling