+260.3%
STT vs DVA
+187.5%
+72.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +2.2% | +1.7% | +0.5% | +1.7% |
| 3M | +18.8% | -8.7% | +27.5% | +20.5% |
| 6M | +57.9% | +19.7% | +38.3% | +47.3% |
| YTD | +51.0% | +59.6% | -8.6% | +27.9% |
| 1Y | +77.1% | +37.1% | +40.0% | +56.9% |
| 3Y | +199.8% | +89.8% | +110.1% | +130.2% |
| 5Y | +156.0% | +47.4% | +108.6% | +106.9% |
| All | +260.3% | +187.5% | +72.9% | +131.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling