+1,956.5%
STX vs DBX
+20.1%
+1,936.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.8% | +7.0% |
| 7D | +2.4% | -2.4% | +4.8% | +2.9% |
| 30D | +1.4% | -0.5% | +1.9% | +1.2% |
| 3M | -8.2% | +28.1% | -36.3% | -15.4% |
| 6M | +127.0% | +33.1% | +93.9% | +104.4% |
| YTD | +209.1% | +25.3% | +183.9% | +182.6% |
| 1Y | +365.4% | +18.3% | +347.1% | +329.4% |
| 3Y | +1,135.4% | +25.0% | +1,110.4% | +984.4% |
| 5Y | +991.5% | +7.5% | +984.0% | +875.0% |
| All | +1,956.5% | +20.1% | +1,936.4% | +1,467.1% |
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