+21.0%
STM vs DBX
+7.0%
+14.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.8% |
| 7D | +5.8% | -2.4% | +8.2% | +6.7% |
| 30D | -1.0% | -0.5% | -0.5% | -1.1% |
| 3M | -33.3% | +28.1% | -61.3% | -40.5% |
| 6M | +57.4% | +33.1% | +24.3% | +35.1% |
| YTD | +102.2% | +25.3% | +76.9% | +78.1% |
| 1Y | +99.6% | +18.3% | +81.2% | +79.5% |
| 3Y | +14.5% | +25.0% | -10.5% | -6.5% |
| All | +21.0% | +7.0% | +14.0% | -4.3% |
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 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