+145.0%
STM vs DBX
+19.3%
+125.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.7% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | -5.2% | 0.0% | -5.2% | -5.5% |
| 3M | -29.6% | +26.1% | -55.7% | -36.6% |
| 6M | +54.4% | +29.4% | +25.0% | +35.2% |
| YTD | +99.5% | +24.4% | +75.1% | +76.9% |
| 1Y | +100.8% | +10.9% | +89.9% | +86.0% |
| 3Y | +20.2% | +24.1% | -3.9% | +2.0% |
| 5Y | +21.1% | +7.8% | +13.4% | +5.9% |
| All | +145.0% | +19.3% | +125.7% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling