+432.9%
SNXX vs DVA
+72.3%
+360.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.3% | +22.1% | +23.3% |
| 7D | +34.9% | +1.8% | +33.1% | +34.7% |
| 30D | +52.5% | -2.5% | +55.0% | +53.2% |
| 3M | -41.3% | -4.3% | -37.1% | -42.4% |
| 6M | +293.8% | +18.9% | +274.9% | +276.0% |
| All | +432.9% | +72.3% | +360.6% | +390.4% |
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 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