+346.6%
SOXX vs DVA
+61.0%
+285.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.8% | -8.9% | -2.3% |
| 7D | +158.9% | +4.7% | +154.1% | +160.8% |
| 30D | +129.2% | +7.8% | +121.4% | +131.4% |
| 3M | +149.7% | -15.5% | +165.2% | +150.9% |
| 6M | +193.4% | +25.0% | +168.4% | +195.1% |
| YTD | +351.0% | +69.6% | +281.5% | +370.5% |
| All | +346.6% | +61.0% | +285.7% | +359.5% |
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