+5,021.1%
SPG vs DVA
+4,909.2%
+111.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.7% | +0.3% |
| 7D | +3.1% | -10.7% | +13.8% | +4.8% |
| 30D | +16.4% | -4.4% | +20.8% | +17.0% |
| 3M | +7.1% | -4.1% | +11.1% | +7.4% |
| 6M | +16.1% | -13.2% | +29.3% | +17.8% |
| YTD | +30.4% | +53.2% | -22.8% | +20.2% |
| 1Y | +33.0% | +40.8% | -7.9% | +24.1% |
| 3Y | +134.6% | +109.7% | +24.9% | +104.1% |
| 5Y | +84.9% | +64.5% | +20.4% | +63.2% |
| 10Y | +114.9% | +192.4% | -77.5% | +73.6% |
| All | +5,021.1% | +4,909.2% | +111.9% | +3,244.6% |
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