+439.5%
SN vs DBX
+30.0%
+409.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +3.3% |
| 7D | +7.2% | -4.4% | +11.6% | +8.1% |
| 30D | +20.4% | +4.8% | +15.6% | +19.3% |
| 3M | +23.9% | +0.3% | +23.6% | +23.6% |
| 6M | +93.0% | +40.4% | +52.7% | +79.0% |
| YTD | +99.2% | +24.7% | +74.6% | +90.1% |
| 1Y | +142.6% | +20.9% | +121.7% | +132.5% |
| 3Y | +398.8% | +34.5% | +364.3% | +369.3% |
| All | +439.5% | +30.0% | +409.5% | +406.3% |
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 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