+2,193.3%
DVA vs SNY
+241.9%
+1,951.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.3% | -3.3% | +2.0% | -0.3% |
| 30D | 0.0% | -2.2% | +2.2% | +0.7% |
| 3M | -10.9% | -3.0% | -7.9% | -10.3% |
| 6M | +17.3% | +2.7% | +14.5% | +15.9% |
| YTD | +59.8% | -6.8% | +66.6% | +62.5% |
| 1Y | +36.3% | -5.3% | +41.5% | +37.6% |
| 3Y | +88.6% | -9.8% | +98.4% | +88.9% |
| 5Y | +47.5% | +9.7% | +37.9% | +36.1% |
| 10Y | +185.2% | +64.5% | +120.7% | +128.1% |
| All | +2,193.3% | +241.9% | +1,951.3% | +1,282.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling