+30.8%
SOXX vs DVA
+62.8%
-32.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | +1.1% | -71.8% | -70.5% |
| 7D | -23.0% | +0.8% | -23.8% | -22.1% |
| 30D | -32.9% | +8.0% | -40.9% | -31.8% |
| 3M | -25.3% | +3.2% | -28.5% | -24.2% |
| 6M | -17.8% | +24.1% | -41.8% | -16.9% |
| YTD | +32.1% | +71.5% | -39.4% | +38.7% |
| 1Y | +30.8% | +60.8% | -30.0% | +35.5% |
| All | +30.8% | +62.8% | -32.0% | +35.5% |
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