+64.0%
DVA vs SBAC
-39.6%
+103.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -8.8% | +0.6% | -9.4% | -8.9% |
| 30D | -3.4% | +5.5% | -8.9% | -4.1% |
| 3M | -2.6% | +3.1% | -5.6% | -3.1% |
| 6M | -11.9% | -7.0% | -4.9% | -11.3% |
| YTD | +53.6% | +0.5% | +53.2% | +53.2% |
| 1Y | +41.9% | +0.2% | +41.6% | +41.5% |
| 3Y | +97.5% | -7.4% | +104.9% | +98.4% |
| All | +64.0% | -39.6% | +103.6% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling