+382.2%
SNPS vs DBX
+20.9%
+361.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | -4.6% | -1.8% | -2.8% | -4.0% |
| 30D | -3.3% | +2.8% | -6.2% | -4.4% |
| 3M | -13.8% | +26.8% | -40.5% | -21.4% |
| 6M | -8.2% | +32.8% | -41.0% | -18.5% |
| YTD | -15.4% | +26.1% | -41.5% | -23.6% |
| 1Y | +2.4% | +14.1% | -11.7% | -4.6% |
| 3Y | -13.5% | +25.7% | -39.2% | -24.3% |
| 5Y | +19.5% | +11.2% | +8.3% | +5.9% |
| All | +382.2% | +20.9% | +361.4% | +268.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling