+461.8%
SNPS vs DBX
+15.6%
+446.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | +5.1% | -6.3% | +11.4% | +7.3% |
| 30D | -6.4% | -5.9% | -0.6% | -4.8% |
| 3M | +12.2% | -0.4% | +12.6% | +11.2% |
| 6M | -9.8% | +29.8% | -39.7% | -19.6% |
| YTD | -1.5% | +20.5% | -22.0% | -10.4% |
| 1Y | +16.0% | +8.7% | +7.4% | +9.3% |
| 3Y | -10.8% | +25.9% | -36.8% | -22.8% |
| 5Y | +33.3% | +24.2% | +9.2% | +14.0% |
| All | +461.8% | +15.6% | +446.2% | +331.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling