-48.1%
DXCM vs SOXQ
+176.1%
-224.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.8% | +3.5% |
| 7D | +4.9% | +8.2% | -3.2% | +2.0% |
| 30D | -0.2% | -13.2% | +13.0% | +3.7% |
| 3M | -8.9% | -18.5% | +9.6% | -3.8% |
| 6M | +42.3% | -15.4% | +57.7% | +42.8% |
| YTD | +25.6% | +43.6% | -18.0% | -2.3% |
| 1Y | +39.5% | +49.2% | -9.7% | +6.4% |
| 3Y | -15.3% | +190.2% | -205.5% | -58.4% |
| All | -48.1% | +176.1% | -224.2% | -74.7% |
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