+2.9%
SPGI vs DVA
+62.2%
-59.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | +3.6% |
| 7D | +7.2% | +4.7% | +2.5% | +7.4% |
| 30D | +23.2% | +7.8% | +15.4% | +23.7% |
| 3M | +17.0% | -15.5% | +32.5% | +15.0% |
| 6M | +20.4% | +25.0% | -4.6% | +26.6% |
| YTD | -1.9% | +69.6% | -71.5% | +16.9% |
| 1Y | +2.9% | +60.6% | -57.7% | +24.2% |
| All | +2.9% | +62.2% | -59.3% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling