+338.6%
SPGI vs DVA
+192.4%
+146.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -0.5% |
| 7D | -0.8% | -10.7% | +9.8% | +1.0% |
| 30D | +14.3% | -4.4% | +18.7% | +15.0% |
| 3M | +14.5% | -4.1% | +18.6% | +15.0% |
| 6M | +17.3% | -13.2% | +30.5% | +19.3% |
| YTD | -4.6% | +53.2% | -57.8% | -13.8% |
| 1Y | +0.8% | +40.8% | -40.1% | -7.3% |
| 3Y | +28.8% | +109.7% | -81.0% | +5.8% |
| 5Y | +14.0% | +64.5% | -50.6% | -4.7% |
| All | +338.6% | +192.4% | +146.2% | +212.4% |
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 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