+1,765.8%
XLK vs CAPR
-99.0%
+1,864.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.9% | +4.9% | -1.9% |
| 7D | +3.4% | +5.9% | -2.5% | +3.3% |
| 30D | -10.6% | +44.6% | -55.2% | -11.0% |
| 3M | -10.6% | +126.4% | -137.0% | -11.7% |
| 6M | -3.5% | -68.6% | +65.1% | -3.1% |
| YTD | +18.7% | -67.0% | +85.7% | +19.0% |
| 1Y | +19.4% | +65.2% | -45.7% | +14.7% |
| 3Y | +94.5% | +235.6% | -141.1% | +82.4% |
| 5Y | +111.2% | +175.4% | -64.2% | +97.2% |
| 10Y | +707.2% | -65.0% | +772.2% | +633.6% |
| All | +1,765.8% | -99.0% | +1,864.8% | +1,552.7% |
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 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