+257.0%
DXCM vs SPXS
-99.6%
+356.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -2.6% |
| 7D | -5.5% | +2.5% | -8.0% | -4.7% |
| 30D | -8.6% | +4.2% | -12.8% | -7.2% |
| 3M | +10.3% | -9.3% | +19.7% | +7.3% |
| 6M | +25.2% | -30.7% | +55.9% | +12.1% |
| YTD | +25.1% | -28.1% | +53.2% | +14.1% |
| 1Y | +9.2% | -35.1% | +44.3% | -3.2% |
| 3Y | -22.6% | -79.6% | +57.0% | -49.5% |
| 5Y | -39.5% | -86.3% | +46.7% | -58.9% |
| All | +257.0% | -99.6% | +356.5% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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