+2,985.1%
STT vs DVA
+4,909.2%
-1,924.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.9% | +0.8% |
| 7D | +5.1% | -10.7% | +15.8% | +7.5% |
| 30D | -0.2% | -4.4% | +4.2% | +0.4% |
| 3M | -8.1% | -4.1% | -4.1% | -7.8% |
| 6M | +16.6% | -13.2% | +29.8% | +18.7% |
| YTD | +37.8% | +53.2% | -15.4% | +22.6% |
| 1Y | +46.8% | +40.8% | +6.0% | +32.9% |
| 3Y | +181.2% | +109.7% | +71.4% | +129.8% |
| 5Y | +105.1% | +64.5% | +40.6% | +71.7% |
| 10Y | +202.3% | +192.4% | +9.9% | +120.4% |
| All | +2,985.1% | +4,909.2% | -1,924.1% | +1,371.7% |
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 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