-79.1%
SPXS vs DVA
+89.4%
-168.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.7% |
| 7D | +6.4% | -0.2% | +6.6% | +6.4% |
| 30D | +6.0% | +1.7% | +4.3% | +6.4% |
| 3M | -11.6% | -8.7% | -3.0% | -12.4% |
| 6M | -28.7% | +19.7% | -48.4% | -24.6% |
| YTD | -26.3% | +59.6% | -85.9% | -15.9% |
| 1Y | -34.9% | +37.1% | -72.0% | -29.2% |
| All | -79.1% | +89.4% | -168.5% | -75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling