+411.2%
DXCM vs STT
+198.3%
+212.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.6% |
| 7D | -3.7% | +1.1% | -4.8% | -4.0% |
| 30D | -5.0% | -1.9% | -3.1% | -4.4% |
| 3M | -8.8% | -7.6% | -1.2% | -6.7% |
| 6M | +31.9% | +16.0% | +15.9% | +25.0% |
| YTD | +20.4% | +36.2% | -15.8% | +8.2% |
| 1Y | +45.7% | +46.8% | -1.1% | +27.9% |
| 3Y | -15.0% | +177.8% | -192.8% | -39.2% |
| 5Y | -48.5% | +105.8% | -154.3% | -61.1% |
| 10Y | +411.2% | +197.6% | +213.7% | +205.0% |
| All | +411.2% | +198.3% | +212.9% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling