-49.6%
DXCM vs SITM
+102.3%
-151.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | -0.3% |
| 7D | -9.2% | +17.2% | -26.4% | -11.5% |
| 30D | -6.5% | -17.1% | +10.6% | -4.8% |
| 3M | -10.3% | -29.2% | +18.9% | -7.4% |
| 6M | +35.4% | -47.6% | +83.0% | +43.7% |
| YTD | +21.1% | +33.8% | -12.7% | +6.1% |
| 1Y | +38.2% | +54.1% | -15.9% | +17.5% |
| 3Y | -14.6% | +337.6% | -352.1% | -48.0% |
| 5Y | -49.6% | +89.7% | -139.3% | -66.1% |
| All | -49.6% | +102.3% | -151.9% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling