+226.8%
SOXX vs CAPR
+32.6%
+194.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.9% |
| 7D | +1.4% | -11.0% | +12.3% | +1.5% |
| 30D | -3.6% | +99.8% | -103.3% | -4.7% |
| 3M | -10.2% | -66.6% | +56.4% | -9.6% |
| 6M | +54.2% | -75.1% | +129.3% | +55.8% |
| YTD | +75.2% | -71.0% | +146.2% | +76.5% |
| 1Y | +107.5% | +30.0% | +77.5% | +99.4% |
| 3Y | +226.8% | +29.0% | +197.8% | +194.1% |
| All | +226.8% | +32.6% | +194.1% | +194.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling