+156.0%
STT vs DVA
+40.8%
+115.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +2.2% | +1.7% | +0.5% | +1.9% |
| 3M | +18.8% | -8.7% | +27.5% | +19.8% |
| 6M | +57.9% | +19.7% | +38.3% | +50.8% |
| YTD | +51.0% | +59.6% | -8.6% | +34.9% |
| 1Y | +77.1% | +37.1% | +40.0% | +63.5% |
| 3Y | +199.8% | +89.8% | +110.1% | +150.4% |
| 5Y | +156.0% | +47.4% | +108.6% | +131.7% |
| All | +156.0% | +40.8% | +115.1% | +131.7% |
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 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