+325.5%
SMTC vs DBX
+22.6%
+302.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.5% |
| 7D | +13.1% | +2.1% | +11.0% | +12.1% |
| 30D | +19.5% | +5.7% | +13.7% | +15.9% |
| 3M | +2.2% | +31.8% | -29.6% | -10.9% |
| 6M | +94.9% | +37.5% | +57.4% | +62.5% |
| YTD | +127.0% | +27.9% | +99.0% | +94.5% |
| 1Y | +174.6% | +15.0% | +159.5% | +145.5% |
| 3Y | +615.9% | +27.2% | +588.7% | +494.1% |
| 5Y | +125.6% | +12.8% | +112.8% | +92.0% |
| All | +325.5% | +22.6% | +302.9% | +202.7% |
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