+37.8%
XLK vs CAPR
+26.9%
+10.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.4% |
| 7D | -0.4% | -10.6% | +10.2% | -0.4% |
| 30D | -0.5% | +111.2% | -111.7% | -0.6% |
| 3M | +5.0% | -67.2% | +72.2% | +5.2% |
| 6M | +32.9% | -75.1% | +108.0% | +33.1% |
| YTD | +29.0% | -71.2% | +100.2% | +29.2% |
| 1Y | +37.8% | +31.1% | +6.7% | +39.3% |
| All | +37.8% | +26.9% | +10.9% | +39.3% |
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