+60.6%
DVA vs SNY
+2.7%
+57.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.0% | +4.7% |
| 7D | +4.7% | +12.4% | -7.6% | +2.3% |
| 30D | +7.8% | +20.1% | -12.3% | +4.0% |
| 3M | -15.5% | +11.2% | -26.7% | -17.0% |
| 6M | +25.0% | +9.5% | +15.5% | +23.3% |
| YTD | +69.6% | +3.4% | +66.2% | +68.4% |
| 1Y | +60.6% | +2.0% | +58.6% | +60.2% |
| All | +60.6% | +2.7% | +57.9% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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