+411.2%
DXCM vs SRE
+117.6%
+293.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -3.7% | -8.2% | +4.5% | -1.2% |
| 30D | -5.0% | -3.6% | -1.3% | -4.0% |
| 3M | -8.8% | -6.3% | -2.6% | -7.4% |
| 6M | +31.9% | -13.0% | +44.9% | +36.8% |
| YTD | +20.4% | -9.2% | +29.6% | +22.7% |
| 1Y | +45.7% | -13.1% | +58.9% | +50.6% |
| 3Y | -15.0% | +22.4% | -37.4% | -23.8% |
| 5Y | -48.5% | +47.1% | -95.6% | -56.8% |
| 10Y | +411.2% | +121.0% | +290.3% | +309.3% |
| All | +411.2% | +117.6% | +293.6% | +309.3% |
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