-38.6%
DXCM vs SITM
+168.3%
-206.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.5% |
| 7D | -6.2% | +8.4% | -14.6% | -7.4% |
| 30D | -0.3% | -17.4% | +17.2% | +2.2% |
| 3M | +10.3% | -9.8% | +20.2% | +9.6% |
| 6M | +24.1% | +83.0% | -58.8% | +6.2% |
| YTD | +27.4% | +69.6% | -42.2% | +9.3% |
| 1Y | +8.4% | +144.9% | -136.5% | -15.0% |
| 3Y | -19.0% | +429.9% | -448.9% | -51.4% |
| 5Y | -38.6% | +169.2% | -207.8% | -61.6% |
| All | -38.6% | +168.3% | -206.8% | -61.6% |
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