+1,972.8%
STX vs DVA
+193.2%
+1,779.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | +14.6% | -8.8% | +23.4% | +16.6% |
| 30D | -26.0% | -3.4% | -22.6% | -25.8% |
| 3M | -42.6% | -2.6% | -40.0% | -42.8% |
| 6M | -35.3% | -11.9% | -23.4% | -34.7% |
| YTD | +92.5% | +53.6% | +38.8% | +68.0% |
| 1Y | +102.4% | +41.9% | +60.5% | +80.0% |
| 3Y | +673.8% | +97.5% | +576.3% | +512.2% |
| 5Y | +463.1% | +65.0% | +398.1% | +349.1% |
| All | +1,972.8% | +193.2% | +1,779.7% | +1,378.9% |
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