+2.5%
SM vs DVA
+91.2%
-88.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.4% |
| 7D | -0.2% | +2.0% | -2.2% | -0.4% |
| 30D | +20.3% | -0.4% | +20.7% | +20.3% |
| 3M | +22.9% | -7.7% | +30.6% | +24.2% |
| 6M | +47.8% | +20.0% | +27.9% | +45.2% |
| YTD | +107.5% | +61.1% | +46.4% | +92.7% |
| 1Y | +51.7% | +33.9% | +17.9% | +45.9% |
| All | +2.5% | +91.2% | -88.6% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling