+10.9%
DBX vs SBAC
+0.1%
+10.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | 0.0% | +3.9% | -3.9% | -0.5% |
| 3M | +26.1% | -8.2% | +34.3% | +26.3% |
| 6M | +29.4% | -2.8% | +32.2% | +27.4% |
| YTD | +24.4% | -1.5% | +26.0% | +22.4% |
| 1Y | +10.9% | 0.0% | +10.8% | +10.2% |
| All | +10.9% | +0.1% | +10.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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