+229.3%
SAP vs DVA
+206.9%
+22.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | -2.5% | -4.8% | +2.3% | -1.7% |
| 30D | +7.5% | +0.9% | +6.5% | +7.2% |
| 3M | +11.6% | +2.9% | +8.8% | +10.9% |
| 6M | +37.6% | -7.8% | +45.4% | +38.4% |
| YTD | -2.0% | +61.5% | -63.5% | -12.7% |
| 1Y | -6.4% | +50.1% | -56.5% | -15.3% |
| 3Y | +67.7% | +121.1% | -53.4% | +35.7% |
| 5Y | +75.7% | +72.9% | +2.8% | +45.4% |
| 10Y | +229.3% | +208.2% | +21.1% | +143.4% |
| All | +229.3% | +206.9% | +22.5% | +143.4% |
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