-12.4%
DXCM vs SIMO
+418.6%
-430.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -2.4% |
| 7D | -3.2% | +4.2% | -7.4% | -3.4% |
| 30D | +6.3% | +4.1% | +2.3% | +5.9% |
| 3M | +21.1% | -12.9% | +34.0% | +21.0% |
| 6M | +20.6% | +110.3% | -89.8% | +6.3% |
| YTD | +32.4% | +178.6% | -146.1% | +9.1% |
| 1Y | +8.8% | +220.0% | -211.2% | -13.8% |
| All | -12.4% | +418.6% | -430.9% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling