+378.7%
SAN vs DVA
+41.6%
+337.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -0.5% | +2.0% | -2.5% | -0.7% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | +19.6% | -7.7% | +27.3% | +20.3% |
| 6M | +32.7% | +20.0% | +12.7% | +28.2% |
| YTD | +26.7% | +61.1% | -34.4% | +16.6% |
| 1Y | +51.6% | +33.9% | +17.8% | +44.1% |
| 3Y | +348.7% | +91.5% | +257.2% | +287.8% |
| 5Y | +378.7% | +41.8% | +337.0% | +362.8% |
| All | +378.7% | +41.6% | +337.1% | +362.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling