+22.3%
DBX vs SBAC
+23.5%
-1.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.1% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -0.5% | +6.9% | -7.4% | -2.3% |
| 3M | +28.1% | -8.2% | +36.3% | +30.9% |
| 6M | +33.1% | -1.6% | +34.7% | +32.2% |
| YTD | +25.3% | -0.1% | +25.4% | +23.5% |
| 1Y | +18.3% | -0.5% | +18.8% | +16.6% |
| 3Y | +25.0% | -9.1% | +34.1% | +23.1% |
| 5Y | +7.5% | -43.8% | +51.3% | +24.2% |
| All | +22.3% | +23.5% | -1.2% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling