+1,526.3%
SRE vs DVA
+1,446.6%
+79.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | +1.5% | +2.0% | -0.6% | +1.2% |
| 30D | +0.8% | -0.4% | +1.2% | +0.8% |
| 3M | -5.8% | -7.7% | +1.9% | -5.2% |
| 6M | -7.8% | +20.0% | -27.8% | -10.0% |
| YTD | -2.4% | +61.1% | -63.4% | -7.7% |
| 1Y | +8.9% | +33.9% | -25.0% | +4.8% |
| 3Y | +31.1% | +91.5% | -60.5% | +20.6% |
| 5Y | +48.6% | +41.8% | +6.8% | +38.9% |
| 10Y | +126.1% | +187.5% | -61.4% | +95.4% |
| All | +1,526.3% | +1,446.6% | +79.7% | +1,183.6% |
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