+3.5%
SNOW vs DVA
+40.8%
-37.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -7.5% | -0.2% | -7.3% | -7.5% |
| 30D | -1.3% | +1.7% | -3.0% | -1.5% |
| 3M | +37.4% | -8.7% | +46.1% | +38.2% |
| 6M | +88.1% | +19.7% | +68.4% | +81.8% |
| YTD | +50.3% | +59.6% | -9.3% | +36.7% |
| 1Y | +46.0% | +37.1% | +8.9% | +37.1% |
| 3Y | +98.7% | +89.8% | +8.9% | +65.9% |
| 5Y | +3.5% | +47.4% | -43.9% | -14.7% |
| All | +3.5% | +40.8% | -37.3% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling