-14.6%
SNPS vs DBX
+21.2%
-35.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | +0.5% |
| 7D | -5.5% | -1.3% | -4.2% | -5.1% |
| 30D | -5.8% | -2.9% | -2.9% | -4.9% |
| 3M | -17.2% | +23.8% | -41.0% | -23.0% |
| 6M | -10.4% | +26.2% | -36.6% | -18.1% |
| YTD | -16.5% | +21.6% | -38.2% | -22.8% |
| 1Y | -35.6% | +11.4% | -47.1% | -38.8% |
| 3Y | -14.6% | +21.3% | -35.9% | -26.3% |
| All | -14.6% | +21.2% | -35.8% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling