+22.7%
SYY vs DBX
+8.4%
+14.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +1.5% | -1.8% | +3.3% | +1.8% |
| 30D | -2.3% | +2.8% | -5.2% | -2.8% |
| 3M | +5.5% | +26.8% | -21.3% | +1.9% |
| 6M | -1.0% | +32.8% | -33.7% | -5.3% |
| YTD | +14.1% | +26.1% | -12.0% | +9.9% |
| 1Y | +5.6% | +14.1% | -8.6% | +3.2% |
| 3Y | +27.9% | +25.7% | +2.2% | +18.8% |
| 5Y | +22.7% | +11.2% | +11.6% | +4.1% |
| All | +22.7% | +8.4% | +14.3% | +4.1% |
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 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