-38.5%
DXCM vs SOXQ
+251.3%
-289.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.7% |
| 7D | -5.8% | +2.3% | -8.1% | -6.7% |
| 30D | -5.6% | -3.9% | -1.7% | -4.5% |
| 3M | +13.0% | -4.7% | +17.8% | +11.5% |
| 6M | +24.7% | +47.9% | -23.2% | -1.1% |
| YTD | +27.3% | +64.3% | -37.0% | -4.2% |
| 1Y | +11.2% | +95.7% | -84.5% | -23.8% |
| 3Y | -19.0% | +231.5% | -250.5% | -61.7% |
| 5Y | -38.5% | +255.0% | -293.5% | -72.4% |
| All | -38.5% | +251.3% | -289.8% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling