+7.5%
SMR vs DXCM
-19.1%
+26.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | +13.1% | -6.5% | +19.6% | +13.9% |
| 30D | +17.8% | -4.3% | +22.1% | +18.3% |
| 3M | +8.1% | +7.3% | +0.8% | +6.7% |
| 6M | -11.1% | +22.0% | -33.1% | -14.0% |
| YTD | -23.7% | +26.4% | -50.1% | -26.4% |
| 1Y | -69.4% | +7.0% | -76.4% | -70.0% |
| 3Y | +82.6% | -19.6% | +102.2% | +81.2% |
| All | +7.5% | -19.1% | +26.6% | -0.4% |
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