+319.5%
SN vs DVA
+81.8%
+237.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -9.3% | +1.8% | -11.2% | -9.6% |
| 30D | -4.8% | -2.5% | -2.3% | -4.5% |
| 3M | +40.4% | -4.3% | +44.7% | +39.4% |
| 6M | +50.9% | +18.9% | +32.1% | +43.3% |
| YTD | +54.9% | +61.9% | -7.0% | +36.5% |
| 1Y | +43.0% | +35.7% | +7.3% | +31.7% |
| 3Y | +391.8% | +78.6% | +313.2% | +342.9% |
| All | +319.5% | +81.8% | +237.8% | +280.6% |
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