+393.1%
DXCM vs SM
+10.6%
+382.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.0% | +0.1% |
| 7D | -9.2% | +0.3% | -9.5% | -9.2% |
| 30D | -6.5% | -17.3% | +10.8% | -5.4% |
| 3M | -10.3% | -3.6% | -6.7% | -10.4% |
| 6M | +35.4% | +2.9% | +32.5% | +34.2% |
| YTD | +21.1% | +70.2% | -49.1% | +14.8% |
| 1Y | +38.2% | +66.5% | -28.3% | +31.2% |
| 3Y | -14.6% | -8.2% | -6.4% | -16.5% |
| 5Y | -49.6% | -1.5% | -48.1% | -51.8% |
| 10Y | +393.1% | +11.9% | +381.2% | +279.8% |
| All | +393.1% | +10.6% | +382.5% | +279.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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