+21.1%
STM vs DVA
+88.7%
-67.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +5.2% | +2.2% | +3.0% | +5.0% |
| 30D | -7.4% | -2.0% | -5.3% | -7.2% |
| 3M | -30.6% | -6.3% | -24.4% | -30.6% |
| 6M | +66.4% | +19.4% | +46.9% | +59.8% |
| YTD | +101.1% | +58.5% | +42.7% | +84.2% |
| 1Y | +97.4% | +33.9% | +63.5% | +86.6% |
| 3Y | +21.1% | +88.4% | -67.3% | +10.9% |
| All | +21.1% | +88.7% | -67.5% | +10.9% |
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