-21.8%
DXCM vs SITM
+412.8%
-434.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -6.5% | +3.7% | -10.2% | -6.7% |
| 30D | -4.3% | -14.5% | +10.2% | -3.4% |
| 3M | +7.3% | -10.6% | +17.8% | +7.0% |
| 6M | +22.0% | +65.5% | -43.5% | +12.2% |
| YTD | +26.4% | +67.0% | -40.6% | +15.4% |
| 1Y | +7.0% | +138.6% | -131.6% | -7.4% |
| All | -21.8% | +412.8% | -434.7% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling