+185.2%
SITM vs DVA
+46.8%
+138.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +3.9% | -1.3% | +5.2% | +4.1% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | -11.9% | -10.9% | -0.9% | -10.8% |
| 6M | +81.1% | +17.3% | +63.9% | +74.2% |
| YTD | +80.0% | +59.8% | +20.2% | +63.9% |
| 1Y | +145.8% | +36.3% | +109.6% | +130.4% |
| 3Y | +475.9% | +88.6% | +387.3% | +394.1% |
| All | +185.2% | +46.8% | +138.4% | +133.4% |
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