+23.1%
DBX vs SPXS
-99.0%
+122.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.9% |
| 7D | -1.8% | +6.4% | -8.2% | +0.2% |
| 30D | +2.8% | +6.0% | -3.1% | +5.0% |
| 3M | +26.8% | -11.6% | +38.4% | +22.4% |
| 6M | +32.8% | -28.7% | +61.5% | +20.3% |
| YTD | +26.1% | -26.3% | +52.4% | +16.0% |
| 1Y | +14.1% | -34.9% | +49.1% | +1.4% |
| 3Y | +25.7% | -79.5% | +105.2% | -16.0% |
| 5Y | +11.2% | -85.9% | +97.1% | -22.9% |
| All | +23.1% | -99.0% | +122.0% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling