+143.5%
SPG vs DBX
+14.3%
+129.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | +2.7% | -8.1% | +10.9% | +4.5% |
| 30D | +16.6% | -4.9% | +21.5% | +17.7% |
| 3M | +8.1% | -2.7% | +10.8% | +8.2% |
| 6M | +19.3% | +25.2% | -5.8% | +12.4% |
| YTD | +31.1% | +19.3% | +11.8% | +24.0% |
| 1Y | +32.8% | +6.6% | +26.2% | +28.8% |
| 3Y | +135.8% | +24.6% | +111.2% | +114.0% |
| 5Y | +85.1% | +23.5% | +61.6% | +64.9% |
| All | +143.5% | +14.3% | +129.1% | +92.3% |
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 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