+106.9%
SPG vs DBX
+7.2%
+99.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.8% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -4.9% | -2.9% | -2.1% | -4.5% |
| 3M | +3.3% | +23.8% | -20.5% | -2.1% |
| 6M | +11.2% | +26.2% | -15.0% | +4.1% |
| YTD | +17.1% | +21.6% | -4.6% | +10.5% |
| 1Y | +21.6% | +11.4% | +10.1% | +17.0% |
| 3Y | +111.9% | +21.3% | +90.6% | +90.8% |
| 5Y | +106.9% | +6.7% | +100.3% | +72.7% |
| All | +106.9% | +7.2% | +99.7% | +72.7% |
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