+23.1%
DBX vs SNY
+57.6%
-34.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.8% | -3.6% | +1.8% | -0.9% |
| 30D | +2.8% | -1.9% | +4.8% | +3.3% |
| 3M | +26.8% | -2.0% | +28.7% | +27.3% |
| 6M | +32.8% | +2.5% | +30.2% | +31.5% |
| YTD | +26.1% | -7.0% | +33.0% | +27.9% |
| 1Y | +14.1% | -4.4% | +18.5% | +14.5% |
| 3Y | +25.7% | -8.4% | +34.1% | +24.0% |
| 5Y | +11.2% | +9.5% | +1.6% | +0.1% |
| All | +23.1% | +57.6% | -34.5% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling