+21.5%
DBX vs SFM
+206.3%
-184.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +3.0% |
| 7D | +0.3% | -7.2% | +7.4% | +1.5% |
| 30D | 0.0% | -14.3% | +14.3% | +2.5% |
| 3M | +26.1% | -13.7% | +39.8% | +28.7% |
| 6M | +29.4% | -6.0% | +35.4% | +29.2% |
| YTD | +24.4% | -8.2% | +32.7% | +24.5% |
| 1Y | +10.9% | -46.2% | +57.1% | +21.7% |
| 3Y | +24.1% | +83.6% | -59.5% | +8.2% |
| 5Y | +7.8% | +212.7% | -204.9% | -18.1% |
| All | +21.5% | +206.3% | -184.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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