+559.2%
SPYG vs DVA
+7,281.9%
-6,722.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | +0.3% | +2.0% | -1.7% | -0.1% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | +3.6% | -7.7% | +11.3% | +4.8% |
| 6M | +16.6% | +20.0% | -3.4% | +9.8% |
| YTD | +13.4% | +61.1% | -47.7% | -1.7% |
| 1Y | +19.6% | +33.9% | -14.3% | +8.3% |
| 3Y | +99.8% | +91.5% | +8.2% | +59.6% |
| 5Y | +85.0% | +41.8% | +43.2% | +54.4% |
| 10Y | +422.1% | +187.5% | +234.6% | +237.3% |
| All | +559.2% | +7,281.9% | -6,722.7% | +97.7% |
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