+96.5%
STM vs DBX
+22.5%
+74.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.3% | -9.3% | -5.1% |
| 7D | -6.0% | -1.1% | -4.9% | -6.2% |
| 30D | -20.9% | +5.0% | -26.0% | -19.7% |
| 3M | -15.8% | +4.6% | -20.4% | -14.2% |
| 6M | -17.0% | +43.9% | -61.0% | -10.8% |
| YTD | +76.8% | +29.9% | +46.9% | +90.4% |
| 1Y | +96.5% | +24.6% | +71.9% | +111.9% |
| All | +96.5% | +22.5% | +74.0% | +111.9% |
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 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