+102.9%
SFM vs DVA
+214.5%
-111.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.7% |
| 7D | -0.1% | +1.8% | -1.9% | -0.4% |
| 30D | -4.4% | -2.5% | -1.9% | -4.0% |
| 3M | +1.5% | -4.3% | +5.8% | +1.9% |
| 6M | +6.5% | +18.9% | -12.4% | +2.9% |
| YTD | +2.2% | +61.9% | -59.8% | -6.7% |
| 1Y | -41.9% | +35.7% | -77.6% | -45.2% |
| 3Y | +106.8% | +78.6% | +28.1% | +83.6% |
| 5Y | +231.6% | +39.2% | +192.4% | +203.2% |
| 10Y | +258.4% | +184.0% | +74.4% | +176.6% |
| All | +102.9% | +214.5% | -111.6% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling