+130.9%
STT vs DBX
+15.6%
+115.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +4.8% | -3.3% | +8.0% | +5.6% |
| 30D | +3.9% | -5.9% | +9.8% | +5.5% |
| 3M | -8.2% | -6.7% | -1.5% | -6.9% |
| 6M | +15.6% | +28.0% | -12.4% | +6.1% |
| YTD | +37.6% | +20.6% | +17.0% | +27.3% |
| 1Y | +50.1% | +10.3% | +39.8% | +42.4% |
| 3Y | +183.1% | +24.0% | +159.0% | +150.2% |
| 5Y | +104.8% | +24.2% | +80.6% | +77.1% |
| All | +130.9% | +15.6% | +115.3% | +71.6% |
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 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