+1,477.4%
DXCM vs SFM
+132.6%
+1,344.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.4% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +6.3% | -4.4% | +10.7% | +6.8% |
| 3M | +21.1% | +1.5% | +19.6% | +20.5% |
| 6M | +20.6% | +6.5% | +14.1% | +18.7% |
| YTD | +32.4% | +2.2% | +30.3% | +30.8% |
| 1Y | +8.8% | -41.9% | +50.7% | +15.3% |
| 3Y | -13.7% | +106.8% | -120.5% | -25.6% |
| 5Y | -35.2% | +231.6% | -266.7% | -48.7% |
| 10Y | +281.8% | +258.4% | +23.4% | +185.7% |
| All | +1,477.4% | +132.6% | +1,344.8% | +1,188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling