+3,343.4%
STX vs DVA
+187.8%
+3,155.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.9% | -3.8% |
| 7D | -2.3% | -1.3% | -0.9% | -2.0% |
| 30D | -5.5% | 0.0% | -5.5% | -5.6% |
| 3M | -4.3% | -10.9% | +6.6% | -2.8% |
| 6M | +115.6% | +17.3% | +98.3% | +104.2% |
| YTD | +202.2% | +59.8% | +142.4% | +163.6% |
| 1Y | +325.3% | +36.3% | +289.0% | +284.1% |
| 3Y | +1,283.9% | +88.6% | +1,195.3% | +1,009.6% |
| 5Y | +1,048.3% | +47.5% | +1,000.8% | +856.1% |
| All | +3,343.4% | +187.8% | +3,155.6% | +2,261.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling