+238.4%
SPYM vs DBX
+22.6%
+215.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.5% |
| 7D | -0.8% | +2.1% | -2.9% | -1.3% |
| 30D | -1.1% | +5.7% | -6.8% | -2.5% |
| 3M | +3.9% | +31.8% | -27.9% | -3.1% |
| 6M | +13.6% | +37.5% | -23.8% | +4.0% |
| YTD | +12.7% | +27.9% | -15.2% | +4.9% |
| 1Y | +17.6% | +15.0% | +2.5% | +12.0% |
| 3Y | +77.2% | +27.2% | +50.1% | +60.5% |
| 5Y | +84.1% | +12.8% | +71.3% | +67.0% |
| All | +238.4% | +22.6% | +215.8% | +167.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling