+20.3%
SGOV vs DVA
+124.5%
-104.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | -1.3% | +1.4% | 0.0% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +0.9% | -10.9% | +11.9% | +0.9% |
| 6M | +1.8% | +17.3% | -15.4% | +1.9% |
| YTD | +2.5% | +59.8% | -57.3% | +2.5% |
| 1Y | +3.8% | +36.3% | -32.5% | +3.8% |
| 3Y | +14.4% | +88.6% | -74.2% | +14.4% |
| 5Y | +20.2% | +47.5% | -27.4% | +20.2% |
| All | +20.3% | +124.5% | -104.2% | +20.3% |
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