-49.6%
DXCM vs SPXS
-83.8%
+34.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | -0.9% |
| 7D | -9.2% | +1.5% | -10.7% | -8.2% |
| 30D | -6.5% | +6.3% | -12.8% | -3.6% |
| 3M | -10.3% | +4.2% | -14.5% | -8.0% |
| 6M | +35.4% | -7.9% | +43.3% | +33.3% |
| YTD | +21.1% | -27.5% | +48.6% | +10.3% |
| 1Y | +38.2% | -27.0% | +65.3% | +26.8% |
| 3Y | -14.6% | -80.5% | +66.0% | -49.9% |
| 5Y | -49.6% | -84.0% | +34.4% | -65.2% |
| All | -49.6% | -83.8% | +34.2% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling