+2,290.1%
SAP vs DVA
+5,194.7%
-2,904.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -2.9% | +1.8% | -4.7% | -3.2% |
| 30D | +9.0% | -2.5% | +11.5% | +9.4% |
| 3M | +14.9% | -4.3% | +19.2% | +15.2% |
| 6M | +11.9% | +18.9% | -7.0% | +6.9% |
| YTD | -9.9% | +61.9% | -71.9% | -19.5% |
| 1Y | -19.5% | +35.7% | -55.3% | -25.8% |
| 3Y | +61.8% | +78.6% | -16.8% | +38.6% |
| 5Y | +56.2% | +39.2% | +17.0% | +37.1% |
| 10Y | +180.6% | +184.0% | -3.4% | +108.5% |
| All | +2,290.1% | +5,194.7% | -2,904.6% | +1,043.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling