+153.3%
STT vs DBX
+20.9%
+132.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -1.4% | -1.8% | +0.5% | -0.9% |
| 30D | +2.2% | +2.8% | -0.7% | +1.2% |
| 3M | +18.8% | +26.8% | -7.9% | +10.2% |
| 6M | +57.9% | +32.8% | +25.2% | +42.9% |
| YTD | +51.0% | +26.1% | +24.9% | +38.6% |
| 1Y | +77.1% | +14.1% | +63.0% | +66.9% |
| 3Y | +199.8% | +25.7% | +174.1% | +165.6% |
| 5Y | +156.0% | +11.2% | +144.8% | +128.5% |
| All | +153.3% | +20.9% | +132.5% | +86.9% |
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