+3,079.9%
SOXX vs CAPR
-99.1%
+3,179.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.8% |
| 7D | +6.1% | -12.6% | +18.7% | +6.3% |
| 30D | +0.5% | +124.4% | -123.9% | -1.1% |
| 3M | -5.3% | -66.8% | +61.5% | -4.7% |
| 6M | +58.3% | -71.8% | +130.1% | +59.8% |
| YTD | +76.8% | -70.1% | +146.9% | +78.1% |
| 1Y | +114.6% | +33.3% | +81.3% | +103.3% |
| 3Y | +229.6% | +36.7% | +192.9% | +205.5% |
| 5Y | +257.3% | +72.5% | +184.9% | +227.1% |
| 10Y | +1,583.2% | -77.3% | +1,660.5% | +1,385.5% |
| All | +3,079.9% | -99.1% | +3,179.0% | +2,589.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling