+16.4%
DBX vs SM
+89.3%
-72.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.2% | +1.8% |
| 7D | -8.1% | +0.3% | -8.5% | -8.2% |
| 30D | -4.9% | -17.3% | +12.4% | -3.4% |
| 3M | -2.7% | -3.6% | +0.9% | -2.8% |
| 6M | +25.2% | +2.9% | +22.3% | +23.7% |
| YTD | +19.3% | +70.2% | -50.9% | +11.6% |
| 1Y | +6.6% | +66.5% | -59.9% | -0.2% |
| 3Y | +24.6% | -8.2% | +32.8% | +21.6% |
| 5Y | +23.5% | -1.5% | +25.0% | +17.2% |
| All | +16.4% | +89.3% | -72.8% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling