+195.6%
STT vs DBX
+23.5%
+172.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.4% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +2.8% | 0.0% | +2.8% | +2.7% |
| 3M | +18.1% | +26.1% | -8.0% | +13.2% |
| 6M | +59.2% | +29.4% | +29.9% | +51.1% |
| YTD | +51.5% | +24.4% | +27.0% | +44.9% |
| 1Y | +75.7% | +10.9% | +64.8% | +72.1% |
| All | +195.6% | +23.5% | +172.0% | +163.2% |
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