+449.1%
SN vs DVA
+81.3%
+367.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.1% |
| 7D | +3.5% | -4.8% | +8.3% | +4.1% |
| 30D | +19.4% | +0.9% | +18.5% | +19.2% |
| 3M | +20.9% | +2.9% | +18.0% | +20.2% |
| 6M | +111.1% | -7.8% | +118.9% | +110.5% |
| YTD | +102.8% | +61.5% | +41.3% | +78.4% |
| 1Y | +146.2% | +50.1% | +96.1% | +120.8% |
| 3Y | +441.4% | +121.1% | +320.3% | +394.5% |
| All | +449.1% | +81.3% | +367.8% | +397.6% |
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 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