+195.6%
STT vs DVA
+91.2%
+104.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | +1.0% | +2.0% | -1.0% | +0.8% |
| 30D | +2.8% | -0.4% | +3.2% | +2.8% |
| 3M | +18.1% | -7.7% | +25.8% | +18.4% |
| 6M | +59.2% | +20.0% | +39.3% | +54.6% |
| YTD | +51.5% | +61.1% | -9.6% | +40.6% |
| 1Y | +75.7% | +33.9% | +41.8% | +68.1% |
| All | +195.6% | +91.2% | +104.4% | +165.7% |
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