+2,684.0%
SNDK vs DVA
+35.1%
+2,648.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.3% | +10.6% | +11.9% |
| 7D | +17.2% | +1.8% | +15.3% | +17.1% |
| 30D | +28.8% | -2.5% | +31.3% | +29.1% |
| 3M | -1.1% | -4.3% | +3.1% | -2.0% |
| 6M | +190.5% | +18.9% | +171.6% | +183.3% |
| YTD | +633.0% | +61.9% | +571.1% | +580.2% |
| 1Y | +2,684.0% | +35.7% | +2,648.3% | +2,585.0% |
| All | +2,684.0% | +35.1% | +2,648.9% | +2,585.0% |
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