+4,789.7%
SITM vs DBX
+88.4%
+4,701.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +4.7% |
| 7D | +3.9% | +2.1% | +1.8% | +2.6% |
| 30D | -6.6% | +5.7% | -12.3% | -10.5% |
| 3M | -11.9% | +31.8% | -43.7% | -28.4% |
| 6M | +81.1% | +37.5% | +43.7% | +37.3% |
| YTD | +80.0% | +27.9% | +52.1% | +41.6% |
| 1Y | +145.8% | +15.0% | +130.8% | +105.8% |
| 3Y | +475.9% | +27.2% | +448.7% | +324.3% |
| 5Y | +189.2% | +12.8% | +176.4% | +127.6% |
| All | +4,789.7% | +88.4% | +4,701.2% | +2,455.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling