+4,437.5%
SITM vs DBX
+83.3%
+4,354.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.9% |
| 7D | +3.7% | +0.3% | +3.4% | +3.3% |
| 30D | -14.5% | 0.0% | -14.5% | -15.3% |
| 3M | -10.6% | +26.1% | -36.7% | -25.4% |
| 6M | +65.5% | +29.4% | +36.2% | +30.5% |
| YTD | +67.0% | +24.4% | +42.6% | +33.6% |
| 1Y | +138.6% | +10.9% | +127.7% | +104.5% |
| 3Y | +421.8% | +24.1% | +397.8% | +289.8% |
| 5Y | +172.4% | +7.8% | +164.7% | +120.1% |
| All | +4,437.5% | +83.3% | +4,354.2% | +2,310.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling