+345.3%
SAN vs DVA
+187.8%
+157.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.2% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | +19.1% | -10.9% | +30.0% | +21.3% |
| 6M | +33.2% | +17.3% | +15.9% | +26.4% |
| YTD | +29.1% | +59.8% | -30.7% | +12.3% |
| 1Y | +50.2% | +36.3% | +14.0% | +36.0% |
| 3Y | +351.0% | +88.6% | +262.4% | +258.5% |
| 5Y | +394.7% | +47.5% | +347.1% | +310.9% |
| All | +345.3% | +187.8% | +157.5% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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