+67.8%
SYY vs DBX
+16.6%
+51.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.2% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -5.3% | -2.9% | -2.4% | -4.9% |
| 3M | +5.1% | +23.8% | -18.8% | +1.0% |
| 6M | -5.0% | +26.2% | -31.2% | -9.5% |
| YTD | +10.7% | +21.6% | -10.9% | +6.0% |
| 1Y | +0.7% | +11.4% | -10.8% | -2.3% |
| 3Y | +24.0% | +21.3% | +2.8% | +15.4% |
| 5Y | +19.3% | +6.7% | +12.6% | +10.9% |
| All | +67.8% | +16.6% | +51.2% | +36.2% |
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