+24.1%
DBX vs SFM
+23.1%
+1.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.1% |
| 7D | -8.6% | -10.2% | +1.6% | -7.1% |
| 30D | -5.2% | -23.9% | +18.7% | -1.7% |
| 3M | -6.4% | -42.3% | +35.8% | +1.1% |
| 6M | +12.7% | -40.1% | +52.9% | +20.3% |
| YTD | +17.2% | -37.8% | +55.0% | +23.6% |
| 1Y | +5.5% | -37.1% | +42.6% | +11.0% |
| 3Y | +24.1% | +21.5% | +2.6% | +21.4% |
| All | +24.1% | +23.1% | +1.0% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling