+112.1%
SPG vs DBX
+19.3%
+92.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -2.9% |
| 7D | -1.7% | +0.3% | -1.9% | -1.8% |
| 30D | -6.3% | 0.0% | -6.3% | -6.4% |
| 3M | -2.4% | +26.1% | -28.5% | -7.7% |
| 6M | +9.6% | +29.4% | -19.7% | +2.3% |
| YTD | +14.2% | +24.4% | -10.2% | +7.4% |
| 1Y | +19.3% | +10.9% | +8.4% | +14.9% |
| 3Y | +106.7% | +24.1% | +82.6% | +88.7% |
| 5Y | +104.2% | +7.8% | +96.5% | +87.2% |
| All | +112.1% | +19.3% | +92.8% | +66.5% |
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