+9.2%
DXCM vs SCHG
+13.0%
-3.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.2% |
| 7D | -5.5% | -1.0% | -4.5% | -5.0% |
| 30D | -8.6% | -1.3% | -7.3% | -7.9% |
| 3M | +10.3% | +5.4% | +4.9% | +7.3% |
| 6M | +25.2% | +14.4% | +10.8% | +16.0% |
| YTD | +25.1% | +8.0% | +17.1% | +18.1% |
| 1Y | +9.2% | +12.7% | -3.5% | +4.2% |
| All | +9.2% | +13.0% | -3.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling