+257.0%
DXCM vs SIRI
-10.2%
+267.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -5.5% | +0.6% | -6.1% | -5.7% |
| 30D | -8.6% | +2.5% | -11.1% | -9.2% |
| 3M | +10.3% | +6.6% | +3.7% | +8.1% |
| 6M | +25.2% | +32.9% | -7.7% | +15.7% |
| YTD | +25.1% | +50.5% | -25.4% | +11.3% |
| 1Y | +9.2% | +28.0% | -18.7% | +1.3% |
| 3Y | -22.6% | -22.4% | -0.2% | -22.0% |
| 5Y | -39.5% | -41.3% | +1.7% | -36.9% |
| All | +257.0% | -10.2% | +267.2% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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