+6.7%
DBX vs SFM
+219.5%
-212.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -2.0% |
| 7D | -1.3% | -5.8% | +4.5% | -0.5% |
| 30D | -2.9% | -11.4% | +8.5% | -1.4% |
| 3M | +23.8% | -12.2% | +36.0% | +25.5% |
| 6M | +26.2% | -5.2% | +31.4% | +26.0% |
| YTD | +21.6% | -4.5% | +26.1% | +21.1% |
| 1Y | +11.4% | -45.4% | +56.8% | +20.3% |
| 3Y | +21.3% | +91.1% | -69.8% | +14.8% |
| 5Y | +6.7% | +226.8% | -220.1% | +8.0% |
| All | +6.7% | +219.5% | -212.9% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling