+1,876.8%
SMH vs DXCM
+253.0%
+1,623.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +4.3% | -6.5% | +10.8% | +5.8% |
| 30D | +0.9% | -4.3% | +5.2% | +1.7% |
| 3M | -2.8% | +7.3% | -10.1% | -5.0% |
| 6M | +45.6% | +22.0% | +23.6% | +37.7% |
| YTD | +59.5% | +26.4% | +33.1% | +49.5% |
| 1Y | +93.4% | +7.0% | +86.4% | +86.9% |
| 3Y | +287.1% | -19.6% | +306.7% | +275.6% |
| 5Y | +338.0% | -39.3% | +377.3% | +336.4% |
| 10Y | +1,876.8% | +260.9% | +1,615.9% | +1,483.6% |
| All | +1,876.8% | +253.0% | +1,623.8% | +1,483.6% |
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