+2,000.5%
SNPS vs DVA
+5,194.7%
-3,194.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.6% |
| 7D | -11.0% | +1.8% | -12.9% | -11.3% |
| 30D | -1.7% | -2.5% | +0.7% | -1.4% |
| 3M | -20.4% | -4.3% | -16.1% | -20.2% |
| 6M | -8.6% | +18.9% | -27.5% | -12.1% |
| YTD | -16.2% | +61.9% | -78.1% | -24.1% |
| 1Y | -34.6% | +35.7% | -70.3% | -38.9% |
| 3Y | -14.5% | +78.6% | -93.1% | -24.8% |
| 5Y | +17.0% | +39.2% | -22.2% | +4.8% |
| 10Y | +560.0% | +184.0% | +376.0% | +411.8% |
| All | +2,000.5% | +5,194.7% | -3,194.2% | +711.4% |
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