+2,497.1%
SAP vs DVA
+5,059.1%
-2,562.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.8% | -0.9% |
| 7D | +1.5% | -1.6% | +3.1% | +1.8% |
| 30D | +8.8% | 0.0% | +8.8% | +8.7% |
| 3M | +12.1% | -2.4% | +14.5% | +12.3% |
| 6M | +34.6% | -9.8% | +44.3% | +35.9% |
| YTD | -2.1% | +57.8% | -59.9% | -12.3% |
| 1Y | -5.5% | +49.2% | -54.7% | -14.5% |
| 3Y | +67.4% | +116.0% | -48.6% | +38.9% |
| 5Y | +74.6% | +68.5% | +6.1% | +47.6% |
| 10Y | +224.0% | +198.9% | +25.1% | +138.3% |
| All | +2,497.1% | +5,059.1% | -2,562.0% | +1,146.6% |
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 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