-36.3%
SFM vs DVA
+42.3%
-78.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | +6.0% | -8.8% | +14.8% | +5.9% |
| 30D | -19.5% | -3.4% | -16.1% | -19.6% |
| 3M | -37.0% | -2.6% | -34.4% | -37.1% |
| 6M | -41.0% | -11.9% | -29.1% | -40.7% |
| YTD | -34.6% | +53.6% | -88.3% | -31.7% |
| 1Y | -36.3% | +41.9% | -78.1% | -33.2% |
| All | -36.3% | +42.3% | -78.6% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling