+601.8%
SMTC vs DBX
+23.5%
+578.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.5% |
| 7D | +22.5% | +0.3% | +22.2% | +22.3% |
| 30D | +24.9% | 0.0% | +24.9% | +24.4% |
| 3M | +4.1% | +26.1% | -22.0% | -2.8% |
| 6M | +92.6% | +29.4% | +63.2% | +74.4% |
| YTD | +122.5% | +24.4% | +98.0% | +104.5% |
| 1Y | +166.2% | +10.9% | +155.4% | +157.3% |
| All | +601.8% | +23.5% | +578.3% | +473.8% |
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