+7.0%
DXCM vs SPXS
-37.2%
+44.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.4% |
| 7D | -6.5% | +1.2% | -7.7% | -6.2% |
| 30D | -4.3% | +5.2% | -9.5% | -3.2% |
| 3M | +7.3% | -9.2% | +16.4% | +5.6% |
| 6M | +22.0% | -29.6% | +51.6% | +12.2% |
| YTD | +26.4% | -27.6% | +54.0% | +17.4% |
| 1Y | +7.0% | -36.7% | +43.7% | +2.9% |
| All | +7.0% | -37.2% | +44.2% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling