+1,524.2%
SMH vs DXCM
+391.0%
+1,133.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +12.1% | -3.6% | +15.7% | +12.9% |
| 30D | -14.7% | -4.3% | -10.4% | -14.1% |
| 3M | -14.2% | -10.4% | -3.8% | -12.5% |
| 6M | -10.6% | +33.1% | -43.7% | -17.4% |
| YTD | +39.3% | +22.6% | +16.7% | +30.9% |
| 1Y | +41.6% | +36.5% | +5.0% | +29.8% |
| 3Y | +223.4% | -13.5% | +236.8% | +208.3% |
| 5Y | +243.5% | -49.6% | +293.1% | +254.5% |
| All | +1,524.2% | +391.0% | +1,133.1% | +1,134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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