-5.4%
SSPC vs DBX
+24.6%
-30.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -8.1% | -3.3% | -4.8% | -7.0% |
| 30D | +5.4% | -5.9% | +11.2% | +7.3% |
| 3M | -19.7% | -6.7% | -13.1% | -18.3% |
| All | -5.4% | +24.6% | -30.0% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling