+185.2%
SITM vs DBX
+11.7%
+173.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +4.6% |
| 7D | +3.9% | +2.1% | +1.8% | +2.5% |
| 30D | -6.6% | +5.7% | -12.3% | -10.6% |
| 3M | -11.9% | +31.8% | -43.7% | -29.2% |
| 6M | +81.1% | +37.5% | +43.7% | +34.3% |
| YTD | +80.0% | +27.9% | +52.1% | +39.4% |
| 1Y | +145.8% | +15.0% | +130.8% | +104.6% |
| 3Y | +475.9% | +27.2% | +448.7% | +296.6% |
| All | +185.2% | +11.7% | +173.5% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling