+4,442.5%
SPG vs DVA
+5,194.7%
-752.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -2.4% | +1.8% | -4.2% | -2.7% |
| 30D | -6.8% | -2.5% | -4.3% | -6.5% |
| 3M | +2.7% | -4.3% | +6.9% | +3.0% |
| 6M | +5.5% | +18.9% | -13.4% | +1.8% |
| YTD | +15.7% | +61.9% | -46.2% | +6.0% |
| 1Y | +20.9% | +35.7% | -14.9% | +13.7% |
| 3Y | +112.4% | +78.6% | +33.7% | +88.8% |
| 5Y | +101.4% | +39.2% | +62.1% | +82.5% |
| 10Y | +60.6% | +184.0% | -123.4% | +30.3% |
| All | +4,442.5% | +5,194.7% | -752.2% | +2,849.6% |
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