+323.8%
SN vs DBX
+26.8%
+296.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | -5.6% | -2.9% | -2.7% | -5.1% |
| 3M | +48.1% | +23.8% | +24.2% | +41.9% |
| 6M | +57.6% | +26.2% | +31.4% | +50.1% |
| YTD | +56.5% | +21.6% | +34.9% | +50.4% |
| 1Y | +52.6% | +11.4% | +41.1% | +49.4% |
| 3Y | +412.0% | +21.3% | +390.7% | +378.4% |
| All | +323.8% | +26.8% | +296.9% | +300.6% |
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