+275.6%
SFM vs DVA
+187.8%
+87.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -10.6% | -1.3% | -9.3% | -10.4% |
| 30D | -15.5% | 0.0% | -15.5% | -15.5% |
| 3M | -17.4% | -10.9% | -6.5% | -16.3% |
| 6M | -3.4% | +17.3% | -20.7% | -6.2% |
| YTD | -8.7% | +59.8% | -68.5% | -15.9% |
| 1Y | -47.2% | +36.3% | -83.4% | -50.0% |
| 3Y | +82.7% | +88.6% | -5.9% | +62.8% |
| 5Y | +214.3% | +47.5% | +166.8% | +187.0% |
| All | +275.6% | +187.8% | +87.8% | +207.8% |
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