+8.4%
DBX vs SAN
+55.6%
-47.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -3.0% |
| 7D | -1.3% | +3.3% | -4.7% | -1.1% |
| 30D | -2.9% | +1.1% | -4.0% | -2.8% |
| 3M | +23.8% | +22.2% | +1.6% | +25.5% |
| 6M | +26.2% | +36.0% | -9.8% | +28.5% |
| YTD | +21.6% | +28.2% | -6.6% | +25.2% |
| All | +8.4% | +55.6% | -47.2% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling