+16.5%
SNPS vs DBX
+7.2%
+9.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | +0.9% |
| 7D | -5.5% | -1.3% | -4.2% | -4.9% |
| 30D | -5.8% | -2.9% | -2.9% | -4.6% |
| 3M | -17.2% | +23.8% | -41.0% | -25.5% |
| 6M | -10.4% | +26.2% | -36.6% | -21.2% |
| YTD | -16.5% | +21.6% | -38.2% | -25.4% |
| 1Y | -35.6% | +11.4% | -47.1% | -40.3% |
| 3Y | -14.6% | +21.3% | -35.9% | -28.6% |
| 5Y | +16.5% | +6.7% | +9.8% | -4.1% |
| All | +16.5% | +7.2% | +9.3% | -4.1% |
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