+384.5%
DXCM vs SIMO
+394.4%
-9.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +3.1% |
| 7D | +4.9% | +4.1% | +0.8% | +4.3% |
| 30D | -0.2% | -24.0% | +23.8% | +2.6% |
| 3M | -8.9% | -31.8% | +22.9% | -6.0% |
| 6M | +42.3% | -36.9% | +79.2% | +44.4% |
| YTD | +25.6% | +84.8% | -59.3% | -1.6% |
| 1Y | +39.5% | +99.0% | -59.5% | +7.4% |
| 3Y | -15.3% | +217.9% | -233.2% | -43.9% |
| 5Y | -48.4% | +171.5% | -219.9% | -66.3% |
| All | +384.5% | +394.4% | -9.9% | +141.2% |
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