+52.5%
SOXX vs CAPR
+47.4%
+5.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.3% | -11.4% | -3.2% |
| 7D | -13.7% | +43.2% | -56.9% | -13.9% |
| 30D | -23.6% | +14.7% | -38.2% | -23.7% |
| 3M | -16.9% | +113.9% | -130.8% | -17.4% |
| 6M | -2.4% | -73.4% | +71.0% | -1.9% |
| YTD | +49.8% | -69.1% | +118.9% | +50.3% |
| 1Y | +52.5% | +47.2% | +5.3% | +50.3% |
| All | +52.5% | +47.4% | +5.1% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling