+241.5%
SOXX vs CAPR
+68.0%
+173.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.7% |
| 7D | +3.0% | -10.6% | +13.6% | +3.2% |
| 30D | -3.1% | +111.2% | -114.3% | -4.8% |
| 3M | -4.4% | -67.2% | +62.8% | -3.5% |
| 6M | +52.9% | -75.1% | +128.0% | +54.9% |
| YTD | +72.0% | -71.2% | +143.2% | +73.7% |
| 1Y | +105.1% | +31.1% | +74.0% | +92.8% |
| 3Y | +220.6% | +31.3% | +189.3% | +174.1% |
| All | +241.5% | +68.0% | +173.5% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling