-19.0%
DXCM vs SPXS
-80.2%
+61.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.5% | -3.4% |
| 7D | -6.2% | -1.5% | -4.7% | -6.6% |
| 30D | -0.3% | +3.7% | -3.9% | +0.9% |
| 3M | +10.3% | -9.6% | +19.9% | +7.8% |
| 6M | +24.1% | -32.4% | +56.5% | +12.1% |
| YTD | +27.4% | -28.7% | +56.0% | +17.4% |
| 1Y | +8.4% | -38.1% | +46.5% | -3.7% |
| 3Y | -19.0% | -80.1% | +61.1% | -43.7% |
| All | -19.0% | -80.2% | +61.2% | -43.7% |
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