+212.7%
SFM vs DVA
+41.6%
+171.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.2% |
| YTD | -8.2% | +61.1% | -69.3% | -14.0% |
| 1Y | -46.2% | +33.9% | -80.1% | -48.3% |
| 3Y | +83.6% | +91.5% | -8.0% | +69.5% |
| 5Y | +212.7% | +41.8% | +170.9% | +206.8% |
| All | +212.7% | +41.6% | +171.1% | +206.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling