+236.6%
SAP vs DVA
+193.2%
+43.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.6% | -8.8% | +9.4% | +2.1% |
| 30D | +6.5% | -3.4% | +9.9% | +7.0% |
| 3M | +12.2% | -2.6% | +14.8% | +12.5% |
| 6M | +46.1% | -11.9% | +57.9% | +47.9% |
| YTD | -1.6% | +53.6% | -55.3% | -11.7% |
| 1Y | -5.1% | +41.9% | -47.0% | -13.4% |
| 3Y | +68.4% | +97.5% | -29.2% | +39.4% |
| 5Y | +79.4% | +65.0% | +14.4% | +49.5% |
| All | +236.6% | +193.2% | +43.4% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling