+134.2%
SPG vs DVA
+105.4%
+28.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.7% | +0.2% |
| 7D | +3.1% | -10.7% | +13.8% | +4.6% |
| 30D | +16.4% | -4.4% | +20.8% | +16.9% |
| 3M | +7.1% | -4.1% | +11.1% | +7.3% |
| 6M | +16.1% | -13.2% | +29.3% | +17.5% |
| YTD | +30.4% | +53.2% | -22.8% | +19.5% |
| 1Y | +33.0% | +40.8% | -7.9% | +24.1% |
| All | +134.2% | +105.4% | +28.9% | +90.6% |
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