+17.9%
SNPS vs DVA
+41.6%
-23.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -5.5% | +2.0% | -7.5% | -5.6% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -15.5% | -7.7% | -7.8% | -15.2% |
| 6M | -10.1% | +20.0% | -30.0% | -12.1% |
| YTD | -16.3% | +61.1% | -77.4% | -21.5% |
| 1Y | -34.9% | +33.9% | -68.8% | -37.0% |
| 3Y | -14.4% | +91.5% | -105.9% | -21.4% |
| 5Y | +17.9% | +41.8% | -23.9% | +11.7% |
| All | +17.9% | +41.6% | -23.7% | +11.7% |
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