+51.5%
SGI vs DBX
+8.9%
+42.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +5.5% | 0.0% | +5.5% | +5.3% |
| 3M | -3.6% | +26.1% | -29.7% | -12.1% |
| 6M | -15.0% | +29.4% | -44.4% | -24.5% |
| YTD | -23.0% | +24.4% | -47.5% | -30.6% |
| 1Y | -18.4% | +10.9% | -29.3% | -23.2% |
| 3Y | +57.8% | +24.1% | +33.7% | +31.1% |
| 5Y | +51.5% | +7.8% | +43.7% | +14.6% |
| All | +51.5% | +8.9% | +42.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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