+572.1%
SNPS vs DVA
+187.5%
+384.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -3.3% | +1.7% | -5.0% | -3.6% |
| 3M | -13.8% | -8.7% | -5.1% | -13.0% |
| 6M | -8.2% | +19.7% | -27.9% | -12.0% |
| YTD | -15.4% | +59.6% | -75.1% | -24.1% |
| 1Y | +2.4% | +37.1% | -34.7% | -5.2% |
| 3Y | -13.5% | +89.8% | -103.3% | -26.3% |
| 5Y | +19.5% | +47.4% | -27.9% | +5.2% |
| All | +572.1% | +187.5% | +384.7% | +394.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling