+198.9%
DVA vs SNY
+67.2%
+131.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.9% |
| 7D | +2.9% | -2.1% | +5.0% | +3.6% |
| 30D | +5.1% | -0.9% | +6.0% | +5.4% |
| 3M | -9.3% | -2.1% | -7.2% | -8.9% |
| 6M | +25.6% | +4.9% | +20.7% | +23.3% |
| YTD | +66.6% | -5.6% | +72.3% | +68.8% |
| 1Y | +42.2% | -2.8% | +44.9% | +42.3% |
| 3Y | +92.4% | -8.7% | +101.2% | +92.1% |
| 5Y | +54.8% | +11.2% | +43.6% | +39.2% |
| 10Y | +198.9% | +66.5% | +132.4% | +139.1% |
| All | +198.9% | +67.2% | +131.7% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling