+14.4%
SGOV vs DXCM
-19.0%
+33.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | +0.1% | -5.8% | +5.9% | +0.1% |
| 30D | +0.3% | -5.6% | +5.9% | +0.3% |
| 3M | +0.9% | +13.0% | -12.1% | +0.9% |
| 6M | +1.8% | +24.7% | -22.8% | +1.9% |
| YTD | +2.5% | +27.3% | -24.8% | +2.5% |
| 1Y | +3.8% | +11.2% | -7.4% | +3.8% |
| All | +14.4% | -19.0% | +33.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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