+24.6%
DBX vs SM
+70.4%
-45.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -15.3% | +18.6% | +3.4% |
| 7D | -1.1% | -21.5% | +20.4% | -0.7% |
| 30D | +5.0% | -11.4% | +16.4% | +5.1% |
| 3M | +4.6% | +0.6% | +4.0% | +4.4% |
| 6M | +43.9% | +0.2% | +43.7% | +43.3% |
| YTD | +29.9% | +69.7% | -39.8% | +26.2% |
| 1Y | +24.6% | +71.6% | -47.0% | +19.7% |
| All | +24.6% | +70.4% | -45.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling