+22.3%
DBX vs SM
+121.3%
-99.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -0.5% | +26.3% | -26.8% | -2.9% |
| 3M | +28.1% | +8.7% | +19.4% | +26.4% |
| 6M | +33.1% | +51.7% | -18.6% | +26.7% |
| YTD | +25.3% | +99.0% | -73.8% | +15.8% |
| 1Y | +18.3% | +34.6% | -16.2% | +13.4% |
| 3Y | +25.0% | -7.8% | +32.8% | +22.1% |
| 5Y | +7.5% | +104.8% | -97.2% | -4.2% |
| All | +22.3% | +121.3% | -99.0% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling