+373.3%
DXCM vs SGI
+318.6%
+54.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.1% |
| 7D | -3.6% | -10.7% | +7.0% | -0.7% |
| 30D | -4.3% | -3.6% | -0.7% | -3.4% |
| 3M | -10.4% | -5.4% | -5.0% | -9.3% |
| 6M | +33.1% | -7.0% | +40.2% | +34.4% |
| YTD | +22.6% | -31.6% | +54.2% | +33.3% |
| 1Y | +36.5% | -33.5% | +70.1% | +49.4% |
| 3Y | -13.5% | +66.5% | -79.9% | -27.3% |
| 5Y | -49.6% | +42.2% | -91.8% | -57.8% |
| All | +373.3% | +318.6% | +54.7% | +179.0% |
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