+809.6%
SPYM vs DXCM
+2,172.5%
-1,362.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.3% | +2.1% |
| 7D | +0.1% | -4.4% | +4.4% | +0.6% |
| 30D | -3.3% | -3.6% | +0.3% | -3.0% |
| 3M | -2.4% | -4.3% | +1.9% | -2.0% |
| 6M | +2.6% | +33.8% | -31.2% | -1.8% |
| YTD | +11.3% | +22.1% | -10.8% | +7.6% |
| 1Y | +13.5% | +47.4% | -33.9% | +7.0% |
| 3Y | +80.3% | -12.3% | +92.5% | +75.3% |
| 5Y | +72.7% | -49.1% | +121.8% | +76.0% |
| 10Y | +312.2% | +423.1% | -110.9% | +201.8% |
| All | +809.6% | +2,172.5% | -1,362.9% | +346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling