-15.7%
STM vs DBX
+23.7%
-39.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.5% | +5.5% |
| 7D | -10.7% | -4.4% | -6.4% | -9.5% |
| 30D | -25.7% | +4.8% | -30.5% | -27.3% |
| 3M | -21.6% | +0.3% | -21.9% | -22.8% |
| 6M | -27.8% | +40.4% | -68.2% | -40.0% |
| YTD | +61.8% | +24.7% | +37.1% | +41.0% |
| 1Y | +78.1% | +20.9% | +57.2% | +56.6% |
| 3Y | +4.9% | +34.5% | -29.6% | -20.3% |
| All | -15.7% | +23.7% | -39.4% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling