-100.0%
SOXS vs DXCM
+3,214.9%
-3,314.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -7.4% |
| 7D | -15.6% | -6.2% | -9.4% | -19.2% |
| 30D | +4.8% | -0.3% | +5.0% | +4.1% |
| 3M | -21.6% | +10.3% | -32.0% | -18.5% |
| 6M | -99.3% | +24.1% | -123.5% | -99.3% |
| YTD | -99.5% | +27.4% | -126.9% | -99.4% |
| 1Y | -99.8% | +8.4% | -108.1% | -99.8% |
| 3Y | -100.0% | -19.0% | -81.0% | -100.0% |
| 5Y | -100.0% | -38.6% | -61.4% | -100.0% |
| 10Y | -100.0% | +252.9% | -352.9% | -100.0% |
| All | -100.0% | +3,214.9% | -3,314.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling