-16.0%
SMCI vs DXCM
+37.8%
-53.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | 0.0% |
| 7D | -6.6% | +4.9% | -11.5% | -5.7% |
| 30D | -24.9% | -0.2% | -24.7% | -24.4% |
| 3M | -31.4% | -8.9% | -22.5% | -31.1% |
| 6M | -16.0% | +42.3% | -58.3% | -31.7% |
| All | -16.0% | +37.8% | -53.9% | -31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling