+113.9%
SOXX vs CAPR
+48.7%
+65.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.5% |
| 7D | +2.2% | -2.0% | +4.2% | +2.2% |
| 30D | -2.0% | +139.2% | -141.2% | -2.8% |
| 3M | -13.7% | -66.4% | +52.7% | -13.3% |
| 6M | +52.4% | -63.1% | +115.5% | +52.9% |
| YTD | +72.8% | -67.4% | +140.2% | +73.5% |
| 1Y | +113.9% | +58.2% | +55.7% | +115.1% |
| All | +113.9% | +48.7% | +65.2% | +115.1% |
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