+18.3%
DBX vs SNY
+2.0%
+16.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -0.5% | +3.4% | -3.9% | -0.8% |
| 3M | +28.1% | -0.3% | +28.4% | +27.8% |
| 6M | +33.1% | +1.0% | +32.1% | +32.8% |
| YTD | +25.3% | -3.6% | +28.9% | +24.8% |
| 1Y | +18.3% | +3.0% | +15.3% | +21.1% |
| All | +18.3% | +2.0% | +16.3% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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