+16.6%
STT vs DBX
+25.7%
-9.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.2% |
| 7D | +5.1% | -6.3% | +11.4% | +5.0% |
| 30D | -0.2% | -5.9% | +5.6% | -0.4% |
| 3M | -8.1% | -0.4% | -7.8% | -7.8% |
| 6M | +16.6% | +29.8% | -13.2% | +17.1% |
| All | +16.6% | +25.7% | -9.1% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling