+20.7%
XLK vs CAPR
+47.4%
-26.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.3% | 0.0% |
| 7D | -7.6% | +43.2% | -50.8% | -7.6% |
| 30D | -12.2% | +14.7% | -26.8% | -12.2% |
| 3M | -5.5% | +113.9% | -119.4% | -5.6% |
| 6M | +9.2% | -73.4% | +82.5% | +9.4% |
| YTD | +23.0% | -69.1% | +92.1% | +23.2% |
| 1Y | +20.7% | +47.2% | -26.5% | +20.7% |
| All | +20.7% | +47.4% | -26.7% | +20.7% |
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