+384.5%
DXCM vs SMTC
+333.2%
+51.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.4% | +3.0% |
| 7D | +4.9% | +11.0% | -6.1% | +2.9% |
| 30D | -0.2% | -28.5% | +28.3% | +4.0% |
| 3M | -8.9% | -14.2% | +5.3% | -9.9% |
| 6M | +42.3% | -18.0% | +60.3% | +37.7% |
| YTD | +25.6% | +55.5% | -29.9% | +3.9% |
| 1Y | +39.5% | +69.5% | -30.0% | +12.9% |
| 3Y | -15.3% | +699.7% | -714.9% | -60.7% |
| 5Y | -48.4% | +27.4% | -75.9% | -59.5% |
| All | +384.5% | +333.2% | +51.3% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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