+27.2%
DBX vs SNY
-9.6%
+36.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +2.1% | -3.3% | +5.4% | +2.3% |
| 30D | +5.7% | -2.2% | +7.9% | +5.9% |
| 3M | +31.8% | -3.0% | +34.8% | +32.0% |
| 6M | +37.5% | +2.7% | +34.7% | +37.3% |
| YTD | +27.9% | -6.8% | +34.8% | +28.3% |
| 1Y | +15.0% | -5.3% | +20.3% | +15.3% |
| 3Y | +27.2% | -9.8% | +37.0% | +27.0% |
| All | +27.2% | -9.6% | +36.8% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling