+74.9%
SYY vs DBX
+22.6%
+52.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +3.9% | +2.1% | +1.9% | +3.6% |
| 30D | -1.7% | +5.7% | -7.5% | -2.8% |
| 3M | +5.2% | +31.8% | -26.6% | 0.0% |
| 6M | -0.2% | +37.5% | -37.7% | -6.4% |
| YTD | +15.4% | +27.9% | -12.5% | +9.5% |
| 1Y | +5.6% | +15.0% | -9.5% | +1.9% |
| 3Y | +28.9% | +27.2% | +1.7% | +19.0% |
| 5Y | +24.1% | +12.8% | +11.3% | +14.3% |
| All | +74.9% | +22.6% | +52.2% | +40.8% |
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