+189.0%
SPGI vs DBX
+11.7%
+177.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +1.6% | -7.3% | +8.9% | +3.5% |
| 30D | +16.1% | -5.7% | +21.8% | +17.8% |
| 3M | +15.5% | -6.3% | +21.8% | +17.0% |
| 6M | +19.6% | +12.1% | +7.5% | +15.2% |
| YTD | -3.6% | +16.5% | -20.1% | -8.5% |
| 1Y | +2.2% | +6.1% | -3.8% | -0.8% |
| 3Y | +30.1% | +21.8% | +8.4% | +18.2% |
| 5Y | +14.9% | +19.1% | -4.2% | +2.9% |
| All | +189.0% | +11.7% | +177.3% | +128.9% |
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