+404.4%
SNXX vs DXCM
+15.4%
+389.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.7% | -7.5% |
| 7D | +16.8% | -5.8% | +22.6% | +13.1% |
| 30D | +65.3% | -5.6% | +70.9% | +60.6% |
| 3M | -34.8% | +13.0% | -47.8% | -22.6% |
| 6M | +255.1% | +24.7% | +230.5% | +317.5% |
| All | +404.4% | +15.4% | +389.0% | +524.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling