-18.3%
DXCM vs SPXS
-80.8%
+62.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | -0.6% |
| 7D | -9.2% | +1.5% | -10.7% | -8.4% |
| 30D | -6.5% | +6.3% | -12.8% | -4.3% |
| 3M | -10.3% | +4.2% | -14.5% | -8.5% |
| 6M | +35.4% | -7.9% | +43.3% | +33.9% |
| YTD | +21.1% | -27.5% | +48.6% | +12.7% |
| 1Y | +38.2% | -27.0% | +65.3% | +29.3% |
| All | -18.3% | -80.8% | +62.5% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling