+97.5%
DVA vs SBAC
-6.5%
+104.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -8.8% | +0.6% | -9.4% | -8.9% |
| 30D | -3.4% | +5.5% | -8.9% | -4.4% |
| 3M | -2.6% | +3.1% | -5.6% | -3.3% |
| 6M | -11.9% | -7.0% | -4.9% | -11.1% |
| YTD | +53.6% | +0.5% | +53.2% | +53.7% |
| 1Y | +41.9% | +0.2% | +41.6% | +42.0% |
| 3Y | +97.5% | -7.4% | +104.9% | +103.7% |
| All | +97.5% | -6.5% | +104.1% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling