+19,877.3%
DXCM vs SPXS
-100.0%
+19,977.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.5% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +6.3% | +0.8% | +5.5% | +6.8% |
| 3M | +21.1% | -4.7% | +25.8% | +19.7% |
| 6M | +20.6% | -29.6% | +50.2% | +7.0% |
| YTD | +32.4% | -29.8% | +62.2% | +17.9% |
| 1Y | +8.8% | -38.9% | +47.8% | -7.7% |
| 3Y | -13.7% | -79.6% | +65.9% | -47.4% |
| 5Y | -35.2% | -85.9% | +50.7% | -58.1% |
| 10Y | +281.8% | -99.5% | +381.3% | -9.4% |
| All | +19,877.3% | -100.0% | +19,977.3% | +804.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling