+1,259.9%
SM vs DVA
+5,194.7%
-3,934.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.8% |
| 7D | +0.1% | +1.8% | -1.7% | -0.3% |
| 30D | +26.3% | -2.5% | +28.8% | +26.8% |
| 3M | +8.7% | -4.3% | +12.9% | +9.2% |
| 6M | +51.7% | +18.9% | +32.8% | +44.2% |
| YTD | +99.0% | +61.9% | +37.1% | +75.8% |
| 1Y | +34.6% | +35.7% | -1.1% | +23.1% |
| 3Y | -7.8% | +78.6% | -86.4% | -21.9% |
| 5Y | +104.8% | +39.2% | +65.6% | +78.4% |
| 10Y | +7.2% | +184.0% | -176.8% | -18.9% |
| All | +1,259.9% | +5,194.7% | -3,934.8% | +679.6% |
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