+72.5%
SMR vs DVA
+89.4%
-16.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -5.3% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | +3.2% | +1.7% | +1.6% | +2.6% |
| 3M | +9.9% | -8.7% | +18.6% | +10.6% |
| 6M | -15.1% | +19.7% | -34.8% | -22.2% |
| YTD | -27.9% | +59.6% | -87.6% | -42.0% |
| 1Y | -70.2% | +37.1% | -107.3% | -74.6% |
| All | +72.5% | +89.4% | -16.9% | +17.1% |
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 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