+36.5%
DXCM vs SITM
+51.8%
-15.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -3.6% | +32.5% | -36.2% | -3.0% |
| 30D | -4.3% | -18.8% | +14.5% | -4.0% |
| 3M | -10.4% | -30.9% | +20.5% | -10.0% |
| 6M | +33.1% | -44.5% | +77.6% | +35.2% |
| YTD | +22.6% | +33.2% | -10.6% | +11.8% |
| 1Y | +36.5% | +53.8% | -17.3% | +22.9% |
| All | +36.5% | +51.8% | -15.3% | +22.9% |
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