+3,593.5%
DVA vs SBAC
+2,199.0%
+1,394.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -2.0% | +3.2% | -5.3% | -2.3% |
| 3M | -6.3% | -5.1% | -1.2% | -5.9% |
| 6M | +19.4% | -2.1% | +21.5% | +19.3% |
| YTD | +58.5% | -0.5% | +59.0% | +58.1% |
| 1Y | +33.9% | +1.1% | +32.7% | +33.3% |
| 3Y | +88.4% | -7.4% | +95.9% | +88.2% |
| 5Y | +39.5% | -44.3% | +83.8% | +43.6% |
| 10Y | +179.5% | +77.6% | +101.9% | +166.5% |
| All | +3,593.5% | +2,199.0% | +1,394.5% | +2,870.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling