+90.1%
STM vs DBX
+3.8%
+86.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.2% |
| 7D | -7.9% | -7.3% | -0.6% | -9.9% |
| 30D | -14.1% | -5.7% | -8.4% | -15.5% |
| 3M | -17.6% | -6.3% | -11.3% | -18.7% |
| 6M | -24.2% | +12.1% | -36.3% | -20.8% |
| YTD | +73.3% | +16.5% | +56.8% | +81.4% |
| 1Y | +90.1% | +6.1% | +84.0% | +109.7% |
| All | +90.1% | +3.8% | +86.2% | +109.7% |
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