+66.7%
SNXX vs DVA
+80.4%
-13.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.8% | -21.5% | -15.6% |
| 7D | -47.8% | +4.7% | -52.5% | -47.5% |
| 30D | -66.0% | +7.8% | -73.8% | -65.8% |
| 3M | -57.5% | -15.5% | -42.0% | -56.3% |
| 6M | -66.7% | +25.0% | -91.8% | -68.0% |
| All | +66.7% | +80.4% | -13.7% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling