+104.2%
SPG vs DVA
+41.6%
+62.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.7% |
| 7D | -1.7% | +2.0% | -3.7% | -2.0% |
| 30D | -6.3% | -0.4% | -5.9% | -6.3% |
| 3M | -2.4% | -7.7% | +5.2% | -1.7% |
| 6M | +9.6% | +20.0% | -10.3% | +5.5% |
| YTD | +14.2% | +61.1% | -46.9% | +4.0% |
| 1Y | +19.3% | +33.9% | -14.6% | +12.3% |
| 3Y | +106.7% | +91.5% | +15.2% | +80.6% |
| 5Y | +104.2% | +41.8% | +62.4% | +103.4% |
| All | +104.2% | +41.6% | +62.6% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling