+145.8%
SITM vs DBX
+15.5%
+130.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +6.0% |
| 7D | +3.9% | +2.1% | +1.8% | +4.5% |
| 30D | -6.6% | +5.7% | -12.3% | -4.6% |
| 3M | -11.9% | +31.8% | -43.7% | -4.1% |
| 6M | +81.1% | +37.5% | +43.7% | +94.3% |
| YTD | +80.0% | +27.9% | +52.1% | +94.3% |
| 1Y | +145.8% | +15.0% | +130.8% | +170.0% |
| All | +145.8% | +15.5% | +130.3% | +170.0% |
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