+171.3%
SAP vs DVA
+187.5%
-16.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -1.8% | +1.7% | -3.5% | -2.1% |
| 3M | +20.9% | -8.7% | +29.6% | +22.1% |
| 6M | +7.0% | +19.7% | -12.7% | +2.2% |
| YTD | -13.7% | +59.6% | -73.3% | -22.9% |
| 1Y | -19.6% | +37.1% | -56.7% | -25.8% |
| 3Y | +52.4% | +89.8% | -37.4% | +27.2% |
| 5Y | +54.4% | +47.4% | +7.1% | +33.1% |
| All | +171.3% | +187.5% | -16.1% | +103.2% |
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