+17.9%
SPYG vs DBX
+15.5%
+2.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.7% |
| 7D | -0.9% | +2.1% | -3.0% | -1.0% |
| 30D | -1.5% | +5.7% | -7.2% | -1.8% |
| 3M | +3.7% | +31.8% | -28.1% | +2.4% |
| 6M | +16.4% | +37.5% | -21.0% | +14.1% |
| YTD | +13.3% | +27.9% | -14.6% | +11.6% |
| 1Y | +17.9% | +15.0% | +2.8% | +17.0% |
| All | +17.9% | +15.5% | +2.3% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling