+165.5%
SITM vs DBX
+20.4%
+145.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.4% | +9.0% | +5.8% |
| 7D | +9.7% | -2.4% | +12.2% | +8.9% |
| 30D | +12.7% | -0.5% | +13.2% | +12.9% |
| 3M | -13.4% | +28.1% | -41.5% | -6.9% |
| 6M | +59.6% | +33.1% | +26.5% | +69.2% |
| YTD | +73.3% | +25.3% | +48.0% | +85.8% |
| 1Y | +165.5% | +18.3% | +147.2% | +191.9% |
| All | +165.5% | +20.4% | +145.1% | +191.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling