+2,150.4%
SYY vs DVA
+5,166.5%
-3,016.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +2.0% |
| 7D | -0.2% | +2.0% | -2.3% | -0.5% |
| 30D | -2.7% | -0.4% | -2.4% | -2.7% |
| 3M | +5.9% | -7.7% | +13.5% | +6.5% |
| 6M | -2.3% | +20.0% | -22.3% | -4.9% |
| YTD | +13.1% | +61.1% | -48.0% | +6.2% |
| 1Y | +3.8% | +33.9% | -30.1% | -0.6% |
| 3Y | +26.7% | +91.5% | -64.8% | +15.5% |
| 5Y | +19.4% | +41.8% | -22.3% | +10.9% |
| 10Y | +112.0% | +187.5% | -75.5% | +82.2% |
| All | +2,150.4% | +5,166.5% | -3,016.1% | +1,575.0% |
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