+8,330.3%
SPGI vs DVA
+4,909.2%
+3,421.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -0.7% |
| 7D | -0.8% | -10.7% | +9.8% | +0.7% |
| 30D | +14.3% | -4.4% | +18.7% | +14.9% |
| 3M | +14.5% | -4.1% | +18.6% | +15.0% |
| 6M | +17.3% | -13.2% | +30.5% | +19.0% |
| YTD | -4.6% | +53.2% | -57.8% | -11.8% |
| 1Y | +0.8% | +40.8% | -40.1% | -5.8% |
| 3Y | +28.8% | +109.7% | -81.0% | +12.2% |
| 5Y | +14.0% | +64.5% | -50.6% | +0.6% |
| 10Y | +332.5% | +192.4% | +140.1% | +244.9% |
| All | +8,330.3% | +4,909.2% | +3,421.0% | +5,263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling