+115.5%
XLK vs CAPR
+192.6%
-77.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.4% | -0.2% |
| 7D | +7.0% | +19.1% | -12.1% | +6.8% |
| 30D | -11.5% | +48.8% | -60.3% | -11.9% |
| 3M | -7.9% | +144.4% | -152.3% | -8.9% |
| 6M | -0.6% | -67.5% | +66.9% | -0.2% |
| YTD | +21.1% | -64.5% | +85.7% | +21.4% |
| 1Y | +18.8% | +74.4% | -55.6% | +14.3% |
| 3Y | +97.3% | +265.7% | -168.4% | +70.1% |
| 5Y | +115.5% | +196.0% | -80.4% | +75.3% |
| All | +115.5% | +192.6% | -77.0% | +75.3% |
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 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