+4,437.1%
SNDK vs DVA
+5.1%
+4,432.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -6.1% | -1.3% | -4.8% | -6.0% |
| 30D | +21.5% | 0.0% | +21.5% | +21.5% |
| 3M | -13.2% | -10.9% | -2.3% | -13.0% |
| 6M | +149.2% | +17.3% | +131.9% | +137.1% |
| YTD | +588.1% | +59.8% | +528.3% | +503.9% |
| 1Y | +1,837.5% | +36.3% | +1,801.3% | +1,670.3% |
| All | +4,437.1% | +5.1% | +4,432.0% | +4,213.6% |
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