+4,437.1%
SNDK vs DXCM
-1.1%
+4,438.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.2% |
| 7D | -6.1% | -5.5% | -0.6% | -5.1% |
| 30D | +21.5% | -8.6% | +30.1% | +23.5% |
| 3M | -13.2% | +10.3% | -23.5% | -15.8% |
| 6M | +149.2% | +25.2% | +124.0% | +129.1% |
| YTD | +588.1% | +25.1% | +563.0% | +536.2% |
| 1Y | +1,837.5% | +9.2% | +1,828.3% | +1,790.5% |
| All | +4,437.1% | -1.1% | +4,438.2% | +4,141.9% |
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