+445.6%
SITM vs DBX
+25.2%
+420.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | +4.8% | -1.8% | +6.7% | +5.3% |
| 30D | -9.7% | +2.8% | -12.6% | -10.7% |
| 3M | -9.3% | +26.8% | -36.1% | -17.0% |
| 6M | +69.5% | +32.8% | +36.7% | +49.0% |
| YTD | +70.5% | +26.1% | +44.4% | +53.0% |
| 1Y | +145.3% | +14.1% | +131.1% | +130.9% |
| All | +445.6% | +25.2% | +420.5% | +331.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling