+309.7%
SN vs DBX
+29.7%
+279.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -3.8% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -9.1% | 0.0% | -9.1% | -9.1% |
| 3M | +31.8% | +26.1% | +5.7% | +25.8% |
| 6M | +52.0% | +29.4% | +22.7% | +44.0% |
| YTD | +51.3% | +24.4% | +26.9% | +44.6% |
| 1Y | +46.9% | +10.9% | +36.0% | +44.4% |
| 3Y | +394.9% | +24.1% | +370.9% | +360.2% |
| All | +309.7% | +29.7% | +279.9% | +285.3% |
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 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