+211.7%
SMH vs DXCM
-14.6%
+226.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -6.7% | -3.7% | -3.1% | -6.3% |
| 30D | -19.8% | -5.0% | -14.9% | -19.4% |
| 3M | -15.1% | -8.8% | -6.2% | -14.2% |
| 6M | -14.6% | +31.9% | -46.5% | -19.3% |
| YTD | +34.3% | +20.4% | +13.9% | +29.0% |
| 1Y | +35.2% | +45.7% | -10.5% | +25.6% |
| 3Y | +211.7% | -15.0% | +226.7% | +192.3% |
| All | +211.7% | -14.6% | +226.3% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling