+313.9%
SPYM vs DXCM
+412.4%
-98.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -0.9% | -9.2% | +8.3% | +0.4% |
| 30D | -2.4% | -6.5% | +4.1% | -1.5% |
| 3M | -1.1% | -10.3% | +9.1% | +0.2% |
| 6M | +3.3% | +35.4% | -32.1% | -1.8% |
| YTD | +12.4% | +21.1% | -8.7% | +8.3% |
| 1Y | +12.5% | +38.2% | -25.7% | +6.4% |
| 3Y | +79.1% | -14.6% | +93.7% | +73.6% |
| 5Y | +75.7% | -49.6% | +125.3% | +78.4% |
| 10Y | +313.9% | +393.1% | -79.2% | +234.2% |
| All | +313.9% | +412.4% | -98.5% | +234.2% |
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