+270.1%
DXCM vs STT
+269.9%
+0.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.2% | +0.5% | -3.7% | -3.4% |
| 30D | +6.3% | +3.9% | +2.5% | +5.0% |
| 3M | +21.1% | +20.0% | +1.1% | +13.8% |
| 6M | +20.6% | +55.3% | -34.7% | +4.2% |
| YTD | +32.4% | +53.3% | -20.9% | +14.8% |
| 1Y | +8.8% | +74.7% | -65.9% | -9.7% |
| 3Y | -13.7% | +205.8% | -219.6% | -40.2% |
| 5Y | -35.2% | +145.0% | -180.2% | -53.5% |
| All | +270.1% | +269.9% | +0.2% | +102.3% |
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