+384.5%
DXCM vs SIRI
-7.4%
+392.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +4.9% | -1.7% | +6.6% | +5.4% |
| 30D | -0.2% | +21.1% | -21.3% | -4.8% |
| 3M | -8.9% | +14.7% | -23.6% | -12.2% |
| 6M | +42.3% | +22.9% | +19.3% | +34.4% |
| YTD | +25.6% | +65.7% | -40.2% | +9.1% |
| 1Y | +39.5% | +53.5% | -13.9% | +23.6% |
| 3Y | -15.3% | -23.0% | +7.7% | -13.8% |
| 5Y | -48.4% | -41.5% | -7.0% | -45.4% |
| All | +384.5% | -7.4% | +392.0% | +331.5% |
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