+121.2%
SMTC vs DBX
+7.0%
+114.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | 0.0% |
| 7D | +22.5% | +0.3% | +22.2% | +22.1% |
| 30D | +24.9% | 0.0% | +24.9% | +23.8% |
| 3M | +4.1% | +26.1% | -22.0% | -7.9% |
| 6M | +92.6% | +29.4% | +63.2% | +63.5% |
| YTD | +122.5% | +24.4% | +98.0% | +91.9% |
| 1Y | +166.2% | +10.9% | +155.4% | +143.0% |
| 3Y | +577.2% | +24.1% | +553.1% | +447.9% |
| All | +121.2% | +7.0% | +114.1% | +75.0% |
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