+16.7%
STM vs DVA
+105.9%
-89.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +12.0% | -8.8% | +20.8% | +12.9% |
| 30D | -0.4% | -3.4% | +3.0% | -0.3% |
| 3M | -13.2% | -2.6% | -10.6% | -13.3% |
| 6M | -26.1% | -11.9% | -14.2% | -25.9% |
| YTD | +81.2% | +53.6% | +27.5% | +63.0% |
| 1Y | +98.3% | +41.9% | +56.5% | +81.9% |
| 3Y | +16.7% | +97.5% | -80.8% | -9.3% |
| All | +16.7% | +105.9% | -89.2% | -9.3% |
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