+80.3%
SPYM vs DXCM
-13.1%
+93.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.3% | +2.2% |
| 7D | +0.1% | -4.4% | +4.4% | +0.5% |
| 30D | -3.3% | -3.6% | +0.3% | -3.1% |
| 3M | -2.4% | -4.3% | +1.9% | -2.1% |
| 6M | +2.6% | +33.8% | -31.2% | -0.4% |
| YTD | +11.3% | +22.1% | -10.8% | +8.8% |
| 1Y | +13.5% | +47.4% | -33.9% | +9.1% |
| 3Y | +80.3% | -12.3% | +92.5% | +74.0% |
| All | +80.3% | -13.1% | +93.4% | +74.0% |
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