+114.9%
SPG vs DBX
+20.1%
+94.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.4% |
| 7D | -2.4% | -2.4% | +0.1% | -1.9% |
| 30D | -6.8% | -0.5% | -6.4% | -6.9% |
| 3M | +2.7% | +28.1% | -25.4% | -3.2% |
| 6M | +5.5% | +33.1% | -27.6% | -2.2% |
| YTD | +15.7% | +25.3% | -9.6% | +8.7% |
| 1Y | +20.9% | +18.3% | +2.5% | +14.6% |
| 3Y | +112.4% | +25.0% | +87.4% | +93.6% |
| 5Y | +101.4% | +7.5% | +93.8% | +84.7% |
| All | +114.9% | +20.1% | +94.8% | +68.5% |
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 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