-15.3%
DXCM vs SOXQ
+189.0%
-204.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.8% | +3.0% |
| 7D | +4.9% | +8.2% | -3.2% | +3.4% |
| 30D | -0.2% | -13.2% | +13.0% | +2.0% |
| 3M | -8.9% | -18.5% | +9.6% | -6.0% |
| 6M | +42.3% | -15.4% | +57.7% | +41.9% |
| YTD | +25.6% | +43.6% | -18.0% | +4.7% |
| 1Y | +39.5% | +49.2% | -9.7% | +14.8% |
| 3Y | -15.3% | +190.2% | -205.5% | -51.6% |
| All | -15.3% | +189.0% | -204.2% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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