+45.5%
SRE vs DBX
+11.7%
+33.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -0.9% |
| 7D | -0.8% | +2.1% | -2.9% | -1.0% |
| 30D | -3.0% | +5.7% | -8.7% | -3.4% |
| 3M | -8.3% | +31.8% | -40.1% | -10.3% |
| 6M | -8.9% | +37.5% | -46.4% | -11.4% |
| YTD | -4.3% | +27.9% | -32.2% | -6.3% |
| 1Y | +2.7% | +15.0% | -12.3% | +1.6% |
| 3Y | +28.7% | +27.2% | +1.5% | +23.7% |
| All | +45.5% | +11.7% | +33.8% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling