+324.4%
SNXX vs DXCM
+25.2%
+299.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +2.1% |
| 7D | +27.3% | -6.5% | +33.8% | +20.9% |
| 30D | +89.3% | -4.3% | +93.6% | +83.3% |
| 3M | -29.6% | +7.3% | -36.8% | -8.9% |
| 6M | +324.4% | +22.0% | +302.4% | +493.3% |
| All | +324.4% | +25.2% | +299.3% | +493.3% |
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 · 6 months rolling