+155.8%
STT vs DBX
+8.9%
+146.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.6% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +2.8% | 0.0% | +2.8% | +2.6% |
| 3M | +18.1% | +26.1% | -8.0% | +9.6% |
| 6M | +59.2% | +29.4% | +29.9% | +45.1% |
| YTD | +51.5% | +24.4% | +27.0% | +39.6% |
| 1Y | +75.7% | +10.9% | +64.8% | +67.7% |
| 3Y | +200.8% | +24.1% | +176.7% | +162.7% |
| 5Y | +155.8% | +7.8% | +148.0% | +113.6% |
| All | +155.8% | +8.9% | +146.9% | +113.6% |
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