+83.6%
SFM vs DVA
+91.2%
-7.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.6% | -4.1% |
| 7D | -7.2% | +2.0% | -9.2% | -7.4% |
| 30D | -14.3% | -0.4% | -14.0% | -14.3% |
| 3M | -13.7% | -7.7% | -6.1% | -13.1% |
| 6M | -6.0% | +20.0% | -26.0% | -8.4% |
| YTD | -8.2% | +61.1% | -69.3% | -15.0% |
| 1Y | -46.2% | +33.9% | -80.1% | -48.4% |
| All | +83.6% | +91.2% | -7.6% | +69.3% |
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