+14.5%
SAN vs DVA
+42.3%
-27.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +4.0% | -8.8% | +12.8% | +3.9% |
| 30D | -7.8% | -3.4% | -4.4% | -7.8% |
| 3M | -16.4% | -2.6% | -13.8% | -16.4% |
| 6M | +3.5% | -11.9% | +15.4% | +3.2% |
| YTD | +6.7% | +53.6% | -47.0% | +16.0% |
| 1Y | +14.5% | +41.9% | -27.4% | +29.5% |
| All | +14.5% | +42.3% | -27.8% | +29.5% |
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