+260.9%
DXCM vs SRE
+118.9%
+142.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -6.5% | +1.5% | -7.9% | -6.9% |
| 30D | -4.3% | +0.8% | -5.1% | -4.8% |
| 3M | +7.3% | -5.8% | +13.1% | +9.1% |
| 6M | +22.0% | -7.8% | +29.8% | +24.5% |
| YTD | +26.4% | -2.4% | +28.7% | +26.1% |
| 1Y | +7.0% | +8.9% | -1.9% | +2.4% |
| 3Y | -19.6% | +31.1% | -50.7% | -30.0% |
| 5Y | -39.3% | +48.6% | -87.9% | -49.7% |
| 10Y | +260.9% | +126.1% | +134.8% | +147.0% |
| All | +260.9% | +118.9% | +142.0% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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