+2,637.5%
DXCM vs SPYG
+1,205.3%
+1,432.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -1.3% |
| 7D | -9.2% | -1.5% | -7.7% | -7.8% |
| 30D | -6.5% | -7.2% | +0.7% | +1.0% |
| 3M | -10.3% | -4.6% | -5.6% | -6.2% |
| 6M | +35.4% | -1.2% | +36.6% | +34.3% |
| YTD | +21.1% | +9.3% | +11.8% | +6.5% |
| 1Y | +38.2% | +8.8% | +29.4% | +22.0% |
| 3Y | -14.6% | +93.3% | -107.9% | -63.1% |
| 5Y | -49.6% | +71.7% | -121.3% | -74.7% |
| 10Y | +393.1% | +399.8% | -6.7% | -37.2% |
| All | +2,637.5% | +1,205.3% | +1,432.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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