+322.9%
SPYM vs DXCM
+253.0%
+69.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.4% | -6.5% | +6.1% | +0.6% |
| 30D | -1.4% | -4.3% | +2.9% | -0.8% |
| 3M | +3.7% | +7.3% | -3.5% | +2.4% |
| 6M | +13.0% | +22.0% | -9.0% | +9.3% |
| YTD | +12.5% | +26.4% | -13.9% | +8.0% |
| 1Y | +18.6% | +7.0% | +11.6% | +16.2% |
| 3Y | +78.0% | -19.6% | +97.6% | +74.1% |
| 5Y | +82.3% | -39.3% | +121.6% | +80.5% |
| 10Y | +322.9% | +260.9% | +61.9% | +257.5% |
| All | +322.9% | +253.0% | +69.8% | +257.5% |
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