+66.7%
SNXX vs DXCM
+20.8%
+45.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +6.6% | -22.4% | -11.8% |
| 7D | -47.8% | +12.5% | -60.3% | -43.5% |
| 30D | -66.0% | +1.8% | -67.8% | -64.8% |
| 3M | -57.5% | +1.8% | -59.2% | -55.9% |
| 6M | -66.7% | +47.4% | -114.1% | -63.4% |
| All | +66.7% | +20.8% | +45.9% | +116.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling