+365.4%
STX vs DVA
+35.1%
+330.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.4% |
| 7D | +2.4% | +1.8% | +0.5% | +2.4% |
| 30D | +1.4% | -2.5% | +3.9% | +1.4% |
| 3M | -8.2% | -4.3% | -4.0% | -8.5% |
| 6M | +127.0% | +18.9% | +108.2% | +126.7% |
| YTD | +209.1% | +61.9% | +147.2% | +212.1% |
| 1Y | +365.4% | +35.7% | +329.7% | +351.4% |
| All | +365.4% | +35.1% | +330.3% | +351.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling