+411.2%
DXCM vs SIMO
+395.4%
+15.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | -3.7% | -16.0% | +12.3% | -1.7% |
| 30D | -5.0% | -35.8% | +30.8% | 0.0% |
| 3M | -8.8% | -26.5% | +17.7% | -7.0% |
| 6M | +31.9% | -33.0% | +64.9% | +32.3% |
| YTD | +20.4% | +84.3% | -63.9% | -5.6% |
| 1Y | +45.7% | +82.0% | -36.2% | +14.4% |
| 3Y | -15.0% | +218.5% | -233.5% | -43.8% |
| 5Y | -48.5% | +175.0% | -223.5% | -66.5% |
| 10Y | +411.2% | +407.5% | +3.7% | +147.7% |
| All | +411.2% | +395.4% | +15.8% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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