+146.6%
XLK vs CAPR
+76.3%
+70.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | 0.0% |
| 7D | +2.3% | -12.6% | +15.0% | +2.5% |
| 30D | +0.8% | +124.4% | -123.6% | -0.1% |
| 3M | +4.1% | -66.8% | +70.8% | +4.6% |
| 6M | +34.8% | -71.8% | +106.5% | +35.6% |
| YTD | +30.8% | -70.1% | +100.9% | +31.5% |
| 1Y | +42.4% | +33.3% | +9.0% | +37.5% |
| 3Y | +121.8% | +36.7% | +85.1% | +100.5% |
| 5Y | +146.6% | +72.5% | +74.2% | +105.5% |
| All | +146.6% | +76.3% | +70.3% | +105.5% |
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