-16.3%
DXCM vs SMTC
+597.8%
-614.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +12.7% | -18.7% | -6.7% |
| 7D | -3.5% | -19.0% | +15.5% | -2.5% |
| 30D | -5.8% | -46.7% | +40.9% | -2.2% |
| 3M | -4.3% | -23.4% | +19.1% | -4.2% |
| 6M | +31.6% | -13.4% | +45.0% | +27.5% |
| YTD | +19.6% | +40.1% | -20.4% | +8.4% |
| 1Y | +36.9% | +47.7% | -10.8% | +22.8% |
| 3Y | -16.3% | +606.9% | -623.2% | -42.2% |
| All | -16.3% | +597.8% | -614.1% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling