+29.9%
SPGI vs DVA
+105.9%
-76.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +1.2% | -8.8% | +10.0% | +1.6% |
| 30D | +15.9% | -3.4% | +19.3% | +16.0% |
| 3M | +12.3% | -2.6% | +14.9% | +12.4% |
| 6M | +23.7% | -11.9% | +35.6% | +24.2% |
| YTD | -3.5% | +53.6% | -57.2% | -3.6% |
| 1Y | +0.4% | +41.9% | -41.4% | +1.5% |
| 3Y | +29.9% | +97.5% | -67.6% | +23.2% |
| All | +29.9% | +105.9% | -76.1% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling