+698.5%
STX vs DVA
+105.4%
+593.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -1.0% |
| 7D | +16.8% | -10.7% | +27.5% | +17.2% |
| 30D | -27.0% | -4.4% | -22.6% | -27.0% |
| 3M | -37.9% | -4.1% | -33.8% | -37.9% |
| 6M | -32.5% | -13.2% | -19.3% | -32.4% |
| YTD | +98.6% | +53.2% | +45.4% | +85.9% |
| 1Y | +93.6% | +40.8% | +52.8% | +83.1% |
| All | +698.5% | +105.4% | +593.1% | +584.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling