+112.2%
SM vs DVA
+41.6%
+70.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.3% |
| 7D | -0.2% | +2.0% | -2.2% | -0.6% |
| 30D | +20.3% | -0.4% | +20.7% | +20.2% |
| 3M | +22.9% | -7.7% | +30.6% | +24.4% |
| 6M | +47.8% | +20.0% | +27.9% | +42.1% |
| YTD | +107.5% | +61.1% | +46.4% | +85.7% |
| 1Y | +51.7% | +33.9% | +17.9% | +41.4% |
| 3Y | -0.9% | +91.5% | -92.4% | -15.7% |
| 5Y | +112.2% | +41.8% | +70.5% | +102.0% |
| All | +112.2% | +41.6% | +70.6% | +102.0% |
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