+62.1%
SPG vs DVA
+187.8%
-125.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -1.2% | -1.3% | +0.2% | -0.9% |
| 30D | -6.1% | 0.0% | -6.2% | -6.2% |
| 3M | -3.6% | -10.9% | +7.3% | -1.5% |
| 6M | +10.4% | +17.3% | -6.9% | +4.2% |
| YTD | +14.4% | +59.8% | -45.4% | -1.7% |
| 1Y | +16.5% | +36.3% | -19.7% | +4.6% |
| 3Y | +106.8% | +88.6% | +18.2% | +63.1% |
| 5Y | +108.9% | +47.5% | +61.4% | +72.4% |
| All | +62.1% | +187.8% | -125.7% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling