+47.1%
DXCM vs SITM
+3,519.6%
-3,472.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -3.6% | +32.5% | -36.2% | -7.8% |
| 30D | -4.3% | -18.8% | +14.5% | -2.3% |
| 3M | -10.4% | -30.9% | +20.5% | -7.1% |
| 6M | +33.1% | -44.5% | +77.6% | +39.8% |
| YTD | +22.6% | +33.2% | -10.6% | +8.3% |
| 1Y | +36.5% | +53.8% | -17.3% | +17.1% |
| 3Y | -13.5% | +335.7% | -349.2% | -44.6% |
| 5Y | -49.6% | +84.6% | -134.3% | -65.1% |
| All | +47.1% | +3,519.6% | -3,472.5% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling