+404.2%
DXCM vs SIMO
+379.7%
+24.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.2% | -10.1% | -6.5% |
| 7D | -3.5% | -22.0% | +18.5% | -0.7% |
| 30D | -5.8% | -43.0% | +37.2% | +0.7% |
| 3M | -4.3% | -39.1% | +34.8% | +0.2% |
| 6M | +31.6% | -33.3% | +64.8% | +31.8% |
| YTD | +19.6% | +77.0% | -57.3% | -5.7% |
| 1Y | +36.9% | +73.0% | -36.1% | +8.3% |
| 3Y | -16.3% | +215.7% | -232.0% | -44.7% |
| 5Y | -50.0% | +155.6% | -205.7% | -67.0% |
| All | +404.2% | +379.7% | +24.5% | +146.4% |
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