+823.3%
SPYM vs DVA
+594.5%
+228.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.1% |
| 7D | +0.6% | +2.2% | -1.6% | +0.1% |
| 30D | -0.9% | -2.0% | +1.1% | -0.5% |
| 3M | +3.9% | -6.3% | +10.2% | +4.6% |
| 6M | +14.5% | +19.4% | -4.9% | +8.1% |
| YTD | +13.0% | +58.5% | -45.5% | -1.5% |
| 1Y | +19.4% | +33.9% | -14.4% | +8.4% |
| 3Y | +78.9% | +88.4% | -9.6% | +43.8% |
| 5Y | +82.3% | +39.5% | +42.8% | +53.7% |
| 10Y | +314.7% | +179.5% | +135.3% | +168.6% |
| All | +823.3% | +594.5% | +228.8% | +331.8% |
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