+8.4%
DXCM vs SGI
-19.6%
+28.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.8% |
| 7D | -6.2% | +9.3% | -15.5% | -7.7% |
| 30D | -0.3% | +6.9% | -7.1% | -1.4% |
| 3M | +10.3% | +2.8% | +7.5% | +9.3% |
| 6M | +24.1% | -12.6% | +36.7% | +25.5% |
| YTD | +27.4% | -21.5% | +48.9% | +30.4% |
| 1Y | +8.4% | -18.8% | +27.1% | +11.3% |
| All | +8.4% | -19.6% | +28.0% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling