+23.1%
DBX vs SM
+131.9%
-108.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -1.8% | +2.1% | -4.0% | -2.0% |
| 30D | +2.8% | +18.1% | -15.3% | +1.1% |
| 3M | +26.8% | +17.0% | +9.8% | +24.3% |
| 6M | +32.8% | +55.4% | -22.7% | +26.1% |
| YTD | +26.1% | +108.6% | -82.5% | +16.0% |
| 1Y | +14.1% | +45.7% | -31.5% | +8.5% |
| 3Y | +25.7% | -0.3% | +26.0% | +21.9% |
| 5Y | +11.2% | +113.0% | -101.9% | -1.3% |
| All | +23.1% | +131.9% | -108.8% | -10.6% |
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