+1,770.3%
SMCI vs DXCM
+260.4%
+1,510.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.0% | +7.7% |
| 7D | +1.3% | -5.5% | +6.8% | +2.6% |
| 30D | +6.6% | -8.6% | +15.2% | +8.8% |
| 3M | +25.4% | +10.3% | +15.1% | +21.2% |
| 6M | +26.1% | +25.2% | +0.9% | +18.4% |
| YTD | +37.0% | +25.1% | +11.9% | +28.3% |
| 1Y | -8.8% | +9.2% | -18.0% | -12.3% |
| 3Y | +44.6% | -22.6% | +67.2% | +44.7% |
| 5Y | +995.9% | -39.5% | +1,035.5% | +1,008.3% |
| All | +1,770.3% | +260.4% | +1,510.0% | +1,338.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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