+293.4%
SN vs DVA
+79.1%
+214.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -13.4% | +1.7% | -15.1% | -13.6% |
| 3M | +26.8% | -8.7% | +35.5% | +26.8% |
| 6M | +44.6% | +19.7% | +24.9% | +36.9% |
| YTD | +45.3% | +59.6% | -14.3% | +28.2% |
| 1Y | +40.1% | +37.1% | +3.0% | +28.5% |
| 3Y | +375.3% | +89.8% | +285.5% | +335.8% |
| All | +293.4% | +79.1% | +214.3% | +257.6% |
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