-100.0%
SOXS vs DXCM
+266.8%
-366.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.8% | +7.3% | +8.6% |
| 7D | -9.4% | -5.8% | -3.6% | -13.2% |
| 30D | +6.2% | -5.6% | +11.8% | +1.8% |
| 3M | -28.0% | +13.0% | -41.1% | -24.2% |
| 6M | -99.2% | +24.7% | -123.8% | -99.1% |
| YTD | -99.5% | +27.3% | -126.8% | -99.4% |
| 1Y | -99.7% | +11.2% | -110.9% | -99.7% |
| 3Y | -100.0% | -19.0% | -81.0% | -100.0% |
| 5Y | -100.0% | -38.5% | -61.5% | -100.0% |
| All | -100.0% | +266.8% | -366.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling