+423.1%
DXCM vs SGI
+413.4%
+9.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.2% |
| 7D | -4.4% | -0.2% | -4.1% | -4.2% |
| 30D | -3.6% | +6.6% | -10.2% | -5.2% |
| 3M | -4.3% | +1.8% | -6.2% | -5.1% |
| 6M | +33.8% | -3.9% | +37.6% | +34.0% |
| YTD | +22.1% | -25.2% | +47.4% | +29.8% |
| 1Y | +47.4% | -26.7% | +74.1% | +57.3% |
| 3Y | -12.3% | +86.8% | -99.0% | -28.5% |
| 5Y | -49.1% | +56.6% | -105.7% | -58.4% |
| 10Y | +423.1% | +384.3% | +38.8% | +195.4% |
| All | +423.1% | +413.4% | +9.7% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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