+40.1%
SN vs DVA
+33.5%
+6.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -4.0% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -13.4% | +1.7% | -15.1% | -13.4% |
| 3M | +26.8% | -8.7% | +35.5% | +25.1% |
| 6M | +44.6% | +19.7% | +24.9% | +39.7% |
| YTD | +45.3% | +59.6% | -14.3% | +36.0% |
| 1Y | +40.1% | +37.1% | +3.0% | +37.3% |
| All | +40.1% | +33.5% | +6.6% | +37.3% |
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