-95.7%
SNDQ vs DXCM
+34.0%
-129.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +4.5% |
| 7D | -25.3% | -6.2% | -19.1% | -18.9% |
| 30D | -60.5% | -0.3% | -60.3% | -60.6% |
| 3M | -80.0% | +10.3% | -90.3% | -84.3% |
| All | -95.7% | +34.0% | -129.7% | -96.9% |
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 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 · Available span rolling