+5.1%
SPGI vs DVA
+38.1%
-33.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.0% |
| 7D | -2.5% | +2.2% | -4.7% | -2.6% |
| 30D | +5.4% | -2.0% | +7.4% | +5.6% |
| 3M | +9.0% | -6.3% | +15.3% | +9.5% |
| 6M | +0.8% | +19.4% | -18.7% | -0.9% |
| YTD | -12.6% | +58.5% | -71.1% | -16.4% |
| 1Y | -16.1% | +33.9% | -50.0% | -18.0% |
| 3Y | +19.0% | +88.4% | -69.5% | +9.8% |
| 5Y | +5.1% | +39.5% | -34.4% | -4.8% |
| All | +5.1% | +38.1% | -33.0% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling