-38.5%
DXCM vs SCHG
+81.2%
-119.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -5.8% | -2.7% | -3.1% | -3.5% |
| 30D | -5.6% | -2.2% | -3.4% | -3.8% |
| 3M | +13.0% | +6.2% | +6.9% | +7.1% |
| 6M | +24.7% | +13.4% | +11.3% | +11.1% |
| YTD | +27.3% | +7.1% | +20.2% | +19.3% |
| 1Y | +11.2% | +12.5% | -1.3% | -0.9% |
| 3Y | -19.0% | +86.2% | -105.2% | -57.3% |
| 5Y | -38.5% | +83.9% | -122.4% | -65.8% |
| All | -38.5% | +81.2% | -119.6% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling