+133.6%
SFM vs DVA
+193.2%
-59.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | +6.0% | -8.8% | +14.8% | +7.3% |
| 30D | -19.5% | -3.4% | -16.1% | -19.3% |
| 3M | -37.0% | -2.6% | -34.4% | -37.0% |
| 6M | -41.0% | -11.9% | -29.1% | -40.4% |
| YTD | -34.6% | +53.6% | -88.3% | -39.8% |
| 1Y | -36.3% | +41.9% | -78.1% | -40.5% |
| 3Y | +24.5% | +97.5% | -73.0% | +9.9% |
| 5Y | +115.9% | +65.0% | +50.9% | +92.0% |
| All | +133.6% | +193.2% | -59.6% | +77.7% |
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 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