+44.4%
SITM vs DBX
+22.5%
+21.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.3% | -12.6% | -7.9% |
| 7D | -19.5% | -1.1% | -18.4% | -19.8% |
| 30D | -43.2% | +5.0% | -48.2% | -41.7% |
| 3M | -30.8% | +4.6% | -35.4% | -28.5% |
| 6M | -28.6% | +43.9% | -72.5% | -18.7% |
| YTD | +14.2% | +29.9% | -15.7% | +25.8% |
| 1Y | +44.4% | +24.6% | +19.8% | +58.6% |
| All | +44.4% | +22.5% | +21.8% | +58.6% |
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 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