+260.9%
DXCM vs SMTC
+504.7%
-243.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -6.5% | +22.5% | -29.0% | -10.2% |
| 30D | -4.3% | +24.9% | -29.2% | -9.1% |
| 3M | +7.3% | +4.1% | +3.2% | +3.4% |
| 6M | +22.0% | +92.6% | -70.5% | +0.9% |
| YTD | +26.4% | +122.5% | -96.1% | +0.8% |
| 1Y | +7.0% | +166.2% | -159.2% | -19.0% |
| 3Y | -19.6% | +577.2% | -596.8% | -59.0% |
| 5Y | -39.3% | +119.0% | -158.3% | -56.8% |
| 10Y | +260.9% | +527.9% | -267.0% | +79.6% |
| All | +260.9% | +504.7% | -243.8% | +79.6% |
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