-100.0%
SOXS vs DXCM
-38.0%
-62.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -2.5% |
| 7D | -16.6% | -6.5% | -10.1% | -20.8% |
| 30D | -4.4% | -4.3% | -0.1% | -7.7% |
| 3M | -26.2% | +7.3% | -33.5% | -24.9% |
| 6M | -99.3% | +22.0% | -121.3% | -99.2% |
| YTD | -99.5% | +26.4% | -125.9% | -99.4% |
| 1Y | -99.8% | +7.0% | -106.8% | -99.8% |
| 3Y | -100.0% | -19.6% | -80.4% | -100.0% |
| 5Y | -100.0% | -39.3% | -60.7% | -100.0% |
| All | -100.0% | -38.0% | -62.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling