+19.9%
SM vs DVA
+187.8%
-167.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +4.6% | -1.3% | +5.9% | +5.0% |
| 30D | +18.2% | 0.0% | +18.2% | +18.0% |
| 3M | +22.5% | -10.9% | +33.5% | +26.4% |
| 6M | +50.6% | +17.3% | +33.3% | +38.8% |
| YTD | +108.1% | +59.8% | +48.3% | +68.3% |
| 1Y | +46.0% | +36.3% | +9.7% | +25.1% |
| 3Y | +2.9% | +88.6% | -85.7% | -26.4% |
| 5Y | +112.6% | +47.5% | +65.1% | +61.6% |
| All | +19.9% | +187.8% | -167.9% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling