+2,980.7%
STT vs DVA
+4,923.3%
-1,942.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +4.8% | -8.8% | +13.5% | +6.7% |
| 30D | +3.9% | -3.4% | +7.3% | +4.4% |
| 3M | -8.2% | -2.6% | -5.6% | -8.1% |
| 6M | +15.6% | -11.9% | +27.5% | +17.3% |
| YTD | +37.6% | +53.6% | -16.0% | +22.3% |
| 1Y | +50.1% | +41.9% | +8.3% | +35.7% |
| 3Y | +183.1% | +97.5% | +85.5% | +134.5% |
| 5Y | +104.8% | +65.0% | +39.9% | +71.4% |
| 10Y | +201.9% | +193.2% | +8.7% | +119.9% |
| All | +2,980.7% | +4,923.3% | -1,942.6% | +1,368.7% |
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