+393.1%
DXCM vs SFM
+140.8%
+252.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | +0.1% |
| 7D | -9.2% | -7.1% | -2.1% | -8.4% |
| 30D | -6.5% | -21.4% | +14.9% | -4.3% |
| 3M | -10.3% | -40.1% | +29.8% | -5.4% |
| 6M | +35.4% | -38.0% | +73.5% | +41.8% |
| YTD | +21.1% | -36.5% | +57.6% | +25.8% |
| 1Y | +38.2% | -35.2% | +73.4% | +43.2% |
| 3Y | -14.6% | +23.5% | -38.0% | -21.1% |
| 5Y | -49.6% | +109.7% | -159.3% | -57.3% |
| 10Y | +393.1% | +132.6% | +260.5% | +316.7% |
| All | +393.1% | +140.8% | +252.3% | +316.7% |
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