+3,332.1%
STT vs DVA
+5,194.7%
-1,862.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | +0.5% | +1.8% | -1.4% | +0.1% |
| 30D | +3.9% | -2.5% | +6.3% | +4.4% |
| 3M | +20.0% | -4.3% | +24.2% | +20.3% |
| 6M | +55.3% | +18.9% | +36.4% | +47.8% |
| YTD | +53.3% | +61.9% | -8.6% | +35.4% |
| 1Y | +74.7% | +35.7% | +39.0% | +59.9% |
| 3Y | +205.8% | +78.6% | +127.2% | +158.2% |
| 5Y | +145.0% | +39.2% | +105.8% | +113.1% |
| 10Y | +266.0% | +184.0% | +82.0% | +168.9% |
| All | +3,332.1% | +5,194.7% | -1,862.6% | +1,525.5% |
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