+44.6%
DXCM vs SITM
+47.5%
-2.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -9.4% | +16.0% | +6.4% |
| 7D | +12.5% | -19.5% | +32.1% | +12.2% |
| 30D | +1.8% | -43.2% | +45.0% | +1.2% |
| 3M | +1.8% | -30.8% | +32.6% | +1.2% |
| 6M | +47.4% | -28.6% | +76.0% | +43.0% |
| YTD | +33.3% | +14.2% | +19.1% | +24.9% |
| 1Y | +44.6% | +44.4% | +0.2% | +36.3% |
| All | +44.6% | +47.5% | -2.9% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling