-86.2%
SPXS vs DVA
+46.8%
-133.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +2.5% | -1.3% | +3.8% | +2.1% |
| 30D | +4.2% | 0.0% | +4.2% | +4.3% |
| 3M | -9.3% | -10.9% | +1.6% | -11.6% |
| 6M | -30.7% | +17.3% | -48.0% | -25.8% |
| YTD | -28.1% | +59.8% | -87.9% | -14.1% |
| 1Y | -35.1% | +36.3% | -71.3% | -26.9% |
| 3Y | -79.6% | +88.6% | -168.2% | -72.5% |
| All | -86.2% | +46.8% | -133.0% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling