+423.1%
DXCM vs STT
+210.2%
+212.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.1% |
| 7D | -4.4% | +0.9% | -5.3% | -4.6% |
| 30D | -3.6% | -2.3% | -1.3% | -2.9% |
| 3M | -4.3% | -7.5% | +3.1% | -2.2% |
| 6M | +33.8% | +14.9% | +18.9% | +27.1% |
| YTD | +22.1% | +34.9% | -12.7% | +10.1% |
| 1Y | +47.4% | +47.1% | +0.3% | +29.2% |
| 3Y | -12.3% | +179.6% | -191.9% | -37.3% |
| 5Y | -49.1% | +107.1% | -156.2% | -61.6% |
| 10Y | +423.1% | +199.4% | +223.7% | +210.0% |
| All | +423.1% | +210.2% | +212.9% | +210.0% |
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