+23.2%
DBX vs SM
-11.5%
+34.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.2% |
| 7D | -4.4% | -25.9% | +21.5% | -0.6% |
| 30D | +4.8% | -15.1% | +19.9% | +6.8% |
| 3M | +0.3% | +4.9% | -4.5% | -1.3% |
| 6M | +40.4% | +6.1% | +34.2% | +36.8% |
| YTD | +24.7% | +63.4% | -38.8% | +12.1% |
| 1Y | +20.9% | +72.5% | -51.6% | +7.4% |
| 3Y | +34.5% | -16.9% | +51.4% | +30.8% |
| All | +23.2% | -11.5% | +34.7% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling