+368.8%
SNXX vs DXCM
+13.4%
+355.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.8% | -5.3% | -8.0% |
| 7D | -12.0% | -5.5% | -6.5% | -14.9% |
| 30D | +37.9% | -8.6% | +46.5% | +31.7% |
| 3M | -52.7% | +10.3% | -63.0% | -44.3% |
| 6M | +194.8% | +25.2% | +169.6% | +238.2% |
| All | +368.8% | +13.4% | +355.4% | +473.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling