+373.3%
DXCM vs STT
+198.7%
+174.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -3.6% | +5.1% | -8.8% | -5.1% |
| 30D | -4.3% | -0.2% | -4.1% | -4.3% |
| 3M | -10.4% | -8.1% | -2.2% | -8.1% |
| 6M | +33.1% | +16.6% | +16.5% | +26.0% |
| YTD | +22.6% | +37.8% | -15.2% | +9.8% |
| 1Y | +36.5% | +46.8% | -10.3% | +19.8% |
| 3Y | -13.5% | +181.2% | -194.6% | -38.2% |
| 5Y | -49.6% | +105.1% | -154.8% | -61.9% |
| All | +373.3% | +198.7% | +174.6% | +187.9% |
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