+71.6%
SM vs DVA
+62.2%
+9.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +5.8% | -21.1% | -14.9% |
| 7D | -21.5% | +4.7% | -26.2% | -21.1% |
| 30D | -11.4% | +7.8% | -19.2% | -10.9% |
| 3M | +0.6% | -15.5% | +16.1% | +0.8% |
| 6M | +0.2% | +25.0% | -24.8% | +5.6% |
| YTD | +69.7% | +69.6% | +0.1% | +76.2% |
| 1Y | +71.6% | +60.6% | +11.0% | +79.8% |
| All | +71.6% | +62.2% | +9.4% | +79.8% |
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 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