+2,045.2%
STX vs DBX
+19.3%
+2,025.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.6% |
| 7D | +9.6% | +0.3% | +9.3% | +9.3% |
| 30D | +10.6% | 0.0% | +10.6% | +10.2% |
| 3M | +4.8% | +26.1% | -21.3% | -3.0% |
| 6M | +137.3% | +29.4% | +107.9% | +115.3% |
| YTD | +222.5% | +24.4% | +198.1% | +195.1% |
| 1Y | +366.2% | +10.9% | +355.4% | +338.9% |
| 3Y | +1,352.9% | +24.1% | +1,328.8% | +1,177.4% |
| 5Y | +1,077.4% | +7.8% | +1,069.7% | +950.0% |
| All | +2,045.2% | +19.3% | +2,025.9% | +1,536.3% |
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