+52.7%
DXCM vs SITM
+4,532.8%
-4,480.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.4% |
| 7D | -5.8% | +4.8% | -10.6% | -6.5% |
| 30D | -5.6% | -9.7% | +4.1% | -4.5% |
| 3M | +13.0% | -9.3% | +22.4% | +12.2% |
| 6M | +24.7% | +69.5% | -44.8% | +9.0% |
| YTD | +27.3% | +70.5% | -43.2% | +10.1% |
| 1Y | +11.2% | +145.3% | -134.1% | -11.5% |
| 3Y | -19.0% | +432.8% | -451.8% | -49.0% |
| 5Y | -38.5% | +174.0% | -212.5% | -59.5% |
| All | +52.7% | +4,532.8% | -4,480.1% | -29.3% |
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 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