-21.8%
DXCM vs SIRI
-24.2%
+2.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -6.5% | -3.9% | -2.6% | -5.6% |
| 30D | -4.3% | -0.8% | -3.5% | -4.2% |
| 3M | +7.3% | +4.3% | +3.0% | +5.9% |
| 6M | +22.0% | +34.1% | -12.0% | +13.4% |
| YTD | +26.4% | +47.3% | -20.9% | +14.4% |
| 1Y | +7.0% | +22.9% | -15.9% | +1.1% |
| All | -21.8% | -24.2% | +2.4% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling