-100.0%
SPXS vs DVA
+589.8%
-689.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +2.6% |
| 7D | +1.2% | +2.0% | -0.8% | +2.7% |
| 30D | +5.2% | -0.4% | +5.5% | +5.0% |
| 3M | -9.2% | -7.7% | -1.5% | -13.5% |
| 6M | -29.6% | +20.0% | -49.6% | -17.7% |
| YTD | -27.6% | +61.1% | -88.7% | +6.1% |
| 1Y | -36.7% | +33.9% | -70.6% | -19.9% |
| 3Y | -79.8% | +91.5% | -171.4% | -62.1% |
| 5Y | -85.9% | +41.8% | -127.6% | -78.2% |
| 10Y | -99.5% | +187.5% | -287.1% | -97.7% |
| All | -100.0% | +589.8% | -689.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling