+483.8%
STX vs DBX
+14.3%
+469.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -17.3% | -7.3% | -10.0% | -16.3% |
| 30D | -35.9% | -5.7% | -30.2% | -35.4% |
| 3M | -37.3% | -6.3% | -31.0% | -37.2% |
| 6M | -35.8% | +12.1% | -47.9% | -39.2% |
| YTD | +82.7% | +16.5% | +66.2% | +69.5% |
| 1Y | +71.6% | +6.1% | +65.6% | +64.1% |
| 3Y | +635.3% | +21.8% | +613.5% | +522.1% |
| 5Y | +483.8% | +19.1% | +464.6% | +381.4% |
| All | +483.8% | +14.3% | +469.4% | +381.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling