+282.6%
SPGI vs DVA
+187.5%
+95.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | +0.6% | +1.7% | -1.0% | +0.4% |
| 3M | +2.0% | -8.7% | +10.6% | +3.1% |
| 6M | +0.1% | +19.7% | -19.6% | -3.9% |
| YTD | -16.4% | +59.6% | -76.0% | -24.8% |
| 1Y | -18.9% | +37.1% | -56.0% | -24.8% |
| 3Y | +13.8% | +89.8% | -76.0% | -4.5% |
| 5Y | +0.5% | +47.4% | -46.8% | -12.8% |
| All | +282.6% | +187.5% | +95.1% | +180.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling