+37.1%
DVA vs SBAC
-2.7%
+39.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | -0.2% | -5.3% | +5.1% | +0.3% |
| 30D | +1.7% | +0.4% | +1.3% | +1.6% |
| 3M | -8.7% | -11.9% | +3.2% | -8.2% |
| 6M | +19.7% | -4.5% | +24.1% | +23.5% |
| YTD | +59.6% | -4.3% | +64.0% | +66.2% |
| 1Y | +37.1% | -3.9% | +41.0% | +42.5% |
| All | +37.1% | -2.7% | +39.8% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling