+7,880.4%
SPGI vs DVA
+5,194.7%
+2,685.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | +0.1% | +1.8% | -1.7% | -0.1% |
| 30D | +8.4% | -2.5% | +10.9% | +8.8% |
| 3M | +11.8% | -4.3% | +16.1% | +12.2% |
| 6M | +5.7% | +18.9% | -13.2% | +2.3% |
| YTD | -9.7% | +61.9% | -71.6% | -17.0% |
| 1Y | -12.5% | +35.7% | -48.2% | -17.6% |
| 3Y | +21.8% | +78.6% | -56.8% | +8.4% |
| 5Y | +8.2% | +39.2% | -31.0% | -2.1% |
| 10Y | +309.5% | +184.0% | +125.5% | +227.9% |
| All | +7,880.4% | +5,194.7% | +2,685.7% | +4,946.2% |
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