+432.9%
SNXX vs DXCM
+20.0%
+412.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +22.2% |
| 7D | +34.9% | -3.2% | +38.1% | +32.6% |
| 30D | +52.5% | +6.3% | +46.2% | +58.5% |
| 3M | -41.3% | +21.1% | -62.4% | -30.0% |
| 6M | +293.8% | +20.6% | +273.2% | +396.5% |
| All | +432.9% | +20.0% | +412.9% | +573.9% |
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