+48.8%
SAN vs DVA
+33.5%
+15.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -0.5% | +1.7% | -2.2% | -0.5% |
| 3M | +22.7% | -8.7% | +31.4% | +22.4% |
| 6M | +28.8% | +19.7% | +9.1% | +29.5% |
| YTD | +26.3% | +59.6% | -33.3% | +34.0% |
| 1Y | +48.8% | +37.1% | +11.7% | +61.2% |
| All | +48.8% | +33.5% | +15.3% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling