+157.3%
STT vs DBX
+20.1%
+137.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.9% |
| 7D | +0.5% | -2.4% | +2.9% | +1.2% |
| 30D | +3.9% | -0.5% | +4.3% | +3.8% |
| 3M | +20.0% | +28.1% | -8.1% | +10.9% |
| 6M | +55.3% | +33.1% | +22.2% | +40.4% |
| YTD | +53.3% | +25.3% | +28.0% | +41.0% |
| 1Y | +74.7% | +18.3% | +56.4% | +62.7% |
| 3Y | +205.8% | +25.0% | +180.8% | +171.3% |
| 5Y | +145.0% | +7.5% | +137.5% | +120.9% |
| All | +157.3% | +20.1% | +137.2% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling