+56.5%
SAP vs DVA
+88.7%
-32.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.5% | -1.6% |
| 7D | -0.3% | +2.2% | -2.5% | -0.3% |
| 30D | +2.6% | -2.0% | +4.6% | +2.6% |
| 3M | +16.3% | -6.3% | +22.5% | +16.4% |
| 6M | +6.4% | +19.4% | -13.0% | +5.4% |
| YTD | -11.4% | +58.5% | -69.9% | -14.2% |
| 1Y | -20.4% | +33.9% | -54.3% | -21.1% |
| 3Y | +56.5% | +88.4% | -31.9% | +45.6% |
| All | +56.5% | +88.7% | -32.2% | +45.6% |
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