+252.9%
DXCM vs SBAC
+76.8%
+176.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -6.2% | -0.1% | -6.2% | -6.2% |
| 30D | -0.3% | +3.2% | -3.5% | -1.4% |
| 3M | +10.3% | -5.1% | +15.4% | +11.9% |
| 6M | +24.1% | -2.1% | +26.2% | +23.4% |
| YTD | +27.4% | -0.5% | +27.9% | +25.2% |
| 1Y | +8.4% | +1.1% | +7.2% | +5.7% |
| 3Y | -19.0% | -7.4% | -11.6% | -21.5% |
| 5Y | -38.6% | -44.3% | +5.7% | -26.1% |
| 10Y | +252.9% | +77.6% | +175.4% | +231.1% |
| All | +252.9% | +76.8% | +176.2% | +231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling