+21.1%
STM vs DBX
+21.2%
0.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.1% |
| 7D | +5.2% | -1.3% | +6.5% | +5.4% |
| 30D | -7.4% | -2.9% | -4.5% | -7.0% |
| 3M | -30.6% | +23.8% | -54.5% | -33.7% |
| 6M | +66.4% | +26.2% | +40.2% | +56.8% |
| YTD | +101.1% | +21.6% | +79.5% | +91.4% |
| 1Y | +97.4% | +11.4% | +85.9% | +92.7% |
| 3Y | +21.1% | +21.3% | -0.1% | +7.3% |
| All | +21.1% | +21.2% | 0.0% | +7.3% |
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 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 · 6 months rolling