+377.4%
SNPS vs DBX
+19.3%
+358.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.5% |
| 7D | -5.5% | +0.3% | -5.7% | -5.6% |
| 30D | -4.5% | 0.0% | -4.5% | -4.6% |
| 3M | -15.5% | +26.1% | -41.6% | -22.8% |
| 6M | -10.1% | +29.4% | -39.4% | -19.4% |
| YTD | -16.3% | +24.4% | -40.7% | -24.0% |
| 1Y | -34.9% | +10.9% | -45.8% | -38.6% |
| 3Y | -14.4% | +24.1% | -38.4% | -24.7% |
| 5Y | +17.9% | +7.8% | +10.1% | +5.6% |
| All | +377.4% | +19.3% | +358.2% | +266.4% |
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