+423.1%
DXCM vs SMTC
+365.8%
+57.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.8% | -10.7% | 0.0% |
| 7D | -4.4% | -4.8% | +0.5% | -4.4% |
| 30D | -3.6% | -37.8% | +34.2% | +2.9% |
| 3M | -4.3% | -16.5% | +12.1% | -4.9% |
| 6M | +33.8% | -4.4% | +38.2% | +25.2% |
| YTD | +22.1% | +58.0% | -35.9% | +0.9% |
| 1Y | +47.4% | +62.0% | -14.6% | +20.6% |
| 3Y | -12.3% | +745.7% | -757.9% | -59.9% |
| 5Y | -49.1% | +29.0% | -78.1% | -60.0% |
| 10Y | +423.1% | +351.4% | +71.8% | +217.1% |
| All | +423.1% | +365.8% | +57.3% | +217.1% |
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