+297.0%
SPYG vs DBX
+22.6%
+274.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.4% |
| 7D | -0.9% | +2.1% | -3.0% | -1.5% |
| 30D | -1.5% | +5.7% | -7.2% | -3.2% |
| 3M | +3.7% | +31.8% | -28.1% | -4.5% |
| 6M | +16.4% | +37.5% | -21.0% | +4.9% |
| YTD | +13.3% | +27.9% | -14.6% | +4.1% |
| 1Y | +17.9% | +15.0% | +2.8% | +11.2% |
| 3Y | +98.3% | +27.2% | +71.2% | +76.7% |
| 5Y | +86.4% | +12.8% | +73.6% | +66.7% |
| All | +297.0% | +22.6% | +274.4% | +207.6% |
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