+1,949.6%
XLK vs CAPR
-99.1%
+2,048.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | +0.9% | -2.0% | +2.8% | +0.9% |
| 30D | +0.7% | +139.2% | -138.4% | -0.4% |
| 3M | -2.9% | -66.4% | +63.4% | -2.5% |
| 6M | +34.3% | -63.1% | +97.4% | +34.6% |
| YTD | +30.4% | -67.4% | +97.8% | +30.9% |
| 1Y | +43.4% | +58.2% | -14.9% | +37.8% |
| 3Y | +116.8% | +42.2% | +74.6% | +105.5% |
| 5Y | +144.0% | +87.3% | +56.8% | +129.0% |
| 10Y | +778.8% | -75.3% | +854.0% | +700.7% |
| All | +1,949.6% | -99.1% | +2,048.7% | +1,718.0% |
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