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  • DXCM vs SIMO✓SelectedUSD · SIMODXCM vs SIMO performance historyLatest closeAs of-2.02%09/04
Stock and ETF performance explorer

DXCM vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,735.5%
SIMO return
+3,332.4%
Excess return
-596.9%
Maximum drawdown
-94.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-2.0%+8.7%-10.7%-3.6%
7D-3.2%+4.2%-7.4%-4.0%
30D+6.3%+4.1%+2.3%+4.7%
3M+21.1%-12.9%+34.0%+20.4%
6M+20.6%+110.3%-89.8%-2.2%
YTD+32.4%+178.6%-146.1%+0.6%
1Y+8.8%+220.0%-211.2%-20.2%
3Y-13.7%+409.0%-422.8%-43.9%
5Y-35.2%+277.3%-312.5%-56.9%
10Y+281.8%+506.6%-224.8%+117.5%
All+2,735.5%+3,332.4%-596.9%+792.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling