+17.7%
DBX vs SAN
+151.6%
-133.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -3.3% | +4.0% | -7.3% | -4.3% |
| 30D | -5.9% | -7.8% | +2.0% | -4.3% |
| 3M | -6.7% | -16.4% | +9.7% | -3.0% |
| 6M | +28.0% | +3.5% | +24.4% | +25.5% |
| YTD | +20.6% | +6.7% | +13.9% | +16.1% |
| 1Y | +10.3% | +14.5% | -4.2% | +4.0% |
| 3Y | +24.0% | +243.5% | -219.5% | -15.5% |
| 5Y | +24.2% | +296.2% | -272.0% | -21.4% |
| All | +17.7% | +151.6% | -133.9% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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