+180.6%
DVA vs SBAC
+87.1%
+93.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -1.3% | -2.1% | +0.8% | -0.9% |
| 30D | 0.0% | +2.0% | -2.0% | -0.4% |
| 3M | -10.9% | -8.3% | -2.6% | -9.3% |
| 6M | +17.3% | +0.3% | +17.0% | +16.3% |
| YTD | +59.8% | -2.2% | +62.0% | +59.2% |
| 1Y | +36.3% | -4.6% | +40.9% | +36.4% |
| 3Y | +88.6% | -8.3% | +96.9% | +88.0% |
| 5Y | +47.5% | -42.8% | +90.4% | +63.9% |
| All | +180.6% | +87.1% | +93.4% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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