-73.1%
SMR vs DVA
+35.1%
-108.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +4.4% | +1.8% | +2.6% | +4.4% |
| 30D | +3.4% | -2.5% | +5.9% | +3.5% |
| 3M | -19.2% | -4.3% | -14.9% | -19.9% |
| 6M | -22.6% | +18.9% | -41.5% | -25.2% |
| YTD | -31.5% | +61.9% | -93.5% | -36.2% |
| 1Y | -73.1% | +35.7% | -108.8% | -75.5% |
| All | -73.1% | +35.1% | -108.2% | -75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling