+1,121.4%
SM vs DVA
+4,923.3%
-3,801.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +9.4% | -8.8% | +18.2% | +11.3% |
| 30D | -14.4% | -3.4% | -11.0% | -14.2% |
| 3M | +1.6% | -2.6% | +4.1% | +1.3% |
| 6M | +6.3% | -11.9% | +18.2% | +7.9% |
| YTD | +78.8% | +53.6% | +25.1% | +58.5% |
| 1Y | +83.1% | +41.9% | +41.3% | +65.1% |
| 3Y | -5.9% | +97.5% | -103.4% | -21.9% |
| 5Y | +4.8% | +65.0% | -60.2% | -12.2% |
| 10Y | +17.5% | +193.2% | -175.7% | -11.9% |
| All | +1,121.4% | +4,923.3% | -3,801.9% | +603.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling