+414.4%
SPYG vs DVA
+187.8%
+226.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | +3.7% | -10.9% | +14.7% | +5.1% |
| 6M | +16.4% | +17.3% | -0.9% | +11.8% |
| YTD | +13.3% | +59.8% | -46.5% | +1.9% |
| 1Y | +17.9% | +36.3% | -18.4% | +9.2% |
| 3Y | +98.3% | +88.6% | +9.7% | +67.1% |
| 5Y | +86.4% | +47.5% | +38.9% | +62.1% |
| All | +414.4% | +187.8% | +226.6% | +274.8% |
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 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