+3,480.7%
DVA vs SBAC
+2,222.3%
+1,258.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | -8.8% | +0.6% | -9.4% | -8.8% |
| 30D | -3.4% | +5.5% | -8.9% | -3.8% |
| 3M | -2.6% | +3.1% | -5.6% | -2.8% |
| 6M | -11.9% | -7.0% | -4.9% | -11.5% |
| YTD | +53.6% | +0.5% | +53.2% | +53.1% |
| 1Y | +41.9% | +0.2% | +41.6% | +41.3% |
| 3Y | +97.5% | -7.4% | +104.9% | +97.4% |
| 5Y | +65.0% | -39.7% | +104.7% | +68.9% |
| 10Y | +193.2% | +112.5% | +80.7% | +176.7% |
| All | +3,480.7% | +2,222.3% | +1,258.4% | +2,776.3% |
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