+1,480.3%
SAN vs DVA
+4,923.3%
-3,443.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +4.0% | -8.8% | +12.8% | +5.7% |
| 30D | -7.8% | -3.4% | -4.4% | -7.4% |
| 3M | -16.4% | -2.6% | -13.8% | -16.3% |
| 6M | +3.5% | -11.9% | +15.4% | +5.0% |
| YTD | +6.7% | +53.6% | -47.0% | -4.3% |
| 1Y | +14.5% | +41.9% | -27.4% | +4.3% |
| 3Y | +243.5% | +97.5% | +146.0% | +187.8% |
| 5Y | +296.2% | +65.0% | +231.2% | +234.3% |
| 10Y | +268.5% | +193.2% | +75.3% | +172.7% |
| All | +1,480.3% | +4,923.3% | -3,443.0% | +776.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling