+252.9%
DXCM vs SFM
+293.3%
-40.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -3.1% |
| 7D | -6.2% | -5.8% | -0.4% | -5.6% |
| 30D | -0.3% | -11.4% | +11.1% | +1.1% |
| 3M | +10.3% | -12.2% | +22.5% | +11.7% |
| 6M | +24.1% | -5.2% | +29.3% | +24.1% |
| YTD | +27.4% | -4.5% | +31.8% | +27.0% |
| 1Y | +8.4% | -45.4% | +53.8% | +15.2% |
| 3Y | -19.0% | +91.1% | -110.1% | -28.6% |
| 5Y | -38.6% | +226.8% | -265.4% | -50.3% |
| 10Y | +252.9% | +291.9% | -39.0% | +169.0% |
| All | +252.9% | +293.3% | -40.4% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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