+26.0%
DBX vs SPXS
-83.0%
+109.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | +0.5% |
| 7D | -3.3% | -7.5% | +4.3% | -5.7% |
| 30D | -5.9% | +5.3% | -11.2% | -3.9% |
| 3M | -6.7% | +9.7% | -16.4% | -3.3% |
| 6M | +28.0% | -4.6% | +32.5% | +27.3% |
| YTD | +20.6% | -25.8% | +46.4% | +11.3% |
| 1Y | +10.3% | -28.8% | +39.1% | +0.4% |
| 3Y | +24.0% | -80.2% | +104.2% | -21.9% |
| All | +26.0% | -83.0% | +109.1% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling