+40.4%
SMCI vs DXCM
-19.6%
+60.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +5.2% | -6.5% | +11.7% | +7.3% |
| 30D | +23.7% | -4.3% | +28.0% | +25.3% |
| 3M | -4.2% | +7.3% | -11.5% | -6.7% |
| 6M | +21.7% | +22.0% | -0.3% | +13.2% |
| YTD | +33.0% | +26.4% | +6.6% | +21.9% |
| 1Y | -9.3% | +7.0% | -16.3% | -12.8% |
| All | +40.4% | -19.6% | +60.0% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling