+1,180.3%
STX vs DBX
+15.6%
+1,164.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | -3.3% | +17.9% | +15.3% |
| 30D | -26.0% | -5.9% | -20.1% | -25.1% |
| 3M | -42.6% | -6.7% | -35.9% | -42.2% |
| 6M | -35.3% | +28.0% | -63.2% | -41.1% |
| YTD | +92.5% | +20.6% | +71.8% | +76.2% |
| 1Y | +102.4% | +10.3% | +92.1% | +89.9% |
| 3Y | +673.8% | +24.0% | +649.8% | +574.1% |
| 5Y | +463.1% | +24.2% | +438.8% | +380.2% |
| All | +1,180.3% | +15.6% | +1,164.6% | +877.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling