+447.8%
SN vs DBX
+25.8%
+422.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +1.5% | -3.3% | +4.8% | +2.1% |
| 30D | +21.5% | -5.9% | +27.4% | +22.8% |
| 3M | +20.0% | -6.7% | +26.7% | +21.4% |
| 6M | +119.9% | +28.0% | +91.9% | +108.3% |
| YTD | +102.3% | +20.6% | +81.7% | +94.1% |
| 1Y | +148.0% | +10.3% | +137.7% | +143.5% |
| 3Y | +450.0% | +24.0% | +426.0% | +415.4% |
| All | +447.8% | +25.8% | +422.0% | +417.0% |
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 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