+155.4%
SPGI vs DBX
+19.3%
+136.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -3.2% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | +2.0% | 0.0% | +2.0% | +2.0% |
| 3M | +4.3% | +26.1% | -21.8% | -2.1% |
| 6M | -0.2% | +29.4% | -29.6% | -7.6% |
| YTD | -14.8% | +24.4% | -39.2% | -20.3% |
| 1Y | -18.5% | +10.9% | -29.4% | -21.7% |
| 3Y | +16.0% | +24.1% | -8.1% | +5.2% |
| 5Y | +2.2% | +7.8% | -5.6% | -6.4% |
| All | +155.4% | +19.3% | +136.2% | +99.4% |
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