+263.3%
DXCM vs SPMO
+514.3%
-251.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +2.2% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -5.6% | -0.7% | -4.9% | -5.4% |
| 3M | +13.0% | +2.8% | +10.2% | +7.1% |
| 6M | +24.7% | +24.4% | +0.2% | -1.1% |
| YTD | +27.3% | +24.2% | +3.1% | +1.1% |
| 1Y | +11.2% | +24.5% | -13.3% | -12.2% |
| 3Y | -19.0% | +155.6% | -174.6% | -67.9% |
| 5Y | -38.5% | +148.2% | -186.7% | -74.7% |
| All | +263.3% | +514.3% | -251.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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