+22.3%
DBX vs SFM
+241.0%
-218.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.9% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | -0.5% | -4.4% | +3.9% | +0.1% |
| 3M | +28.1% | +1.5% | +26.5% | +26.9% |
| 6M | +33.1% | +6.5% | +26.6% | +30.1% |
| YTD | +25.3% | +2.2% | +23.1% | +23.1% |
| 1Y | +18.3% | -41.9% | +60.2% | +28.3% |
| 3Y | +25.0% | +106.8% | -81.7% | +6.8% |
| 5Y | +7.5% | +231.6% | -224.0% | -18.8% |
| All | +22.3% | +241.0% | -218.7% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling