-15.5%
DXCM vs SOXQ
+288.7%
-304.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.3% |
| 7D | -6.2% | +5.3% | -11.5% | -8.0% |
| 30D | -0.3% | -3.7% | +3.4% | +0.8% |
| 3M | +10.3% | -7.8% | +18.1% | +10.6% |
| 6M | +24.1% | +58.4% | -34.2% | -4.0% |
| YTD | +27.4% | +68.1% | -40.8% | -4.6% |
| 1Y | +8.4% | +105.4% | -97.0% | -26.8% |
| 3Y | -19.0% | +239.2% | -258.2% | -61.4% |
| 5Y | -38.6% | +266.9% | -305.5% | -71.9% |
| All | -15.5% | +288.7% | -304.3% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling