+252.9%
DXCM vs SGI
+261.3%
-8.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -6.2% | +9.3% | -15.5% | -8.4% |
| 30D | -0.3% | +6.9% | -7.1% | -2.1% |
| 3M | +10.3% | +2.8% | +7.5% | +8.9% |
| 6M | +24.1% | -12.6% | +36.7% | +27.1% |
| YTD | +27.4% | -21.5% | +48.9% | +33.8% |
| 1Y | +8.4% | -18.8% | +27.1% | +12.2% |
| 3Y | -19.0% | +60.8% | -79.8% | -31.2% |
| 5Y | -38.6% | +60.0% | -98.6% | -50.0% |
| 10Y | +252.9% | +267.8% | -14.9% | +114.4% |
| All | +252.9% | +261.3% | -8.4% | +114.4% |
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