-21.6%
SAP vs DVA
+36.0%
-57.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.0% |
| 7D | -0.3% | +2.0% | -2.3% | -0.1% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | +16.9% | -7.7% | +24.5% | +16.8% |
| 6M | +6.3% | +20.0% | -13.6% | +9.3% |
| YTD | -12.4% | +61.1% | -73.5% | -5.8% |
| 1Y | -21.6% | +33.9% | -55.5% | -9.9% |
| All | -21.6% | +36.0% | -57.7% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling