+107.5%
SOXX vs FGI
+118.1%
-10.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +1.9% |
| 7D | +1.4% | +12.1% | -10.8% | +1.2% |
| 30D | -3.6% | +75.7% | -79.3% | -5.3% |
| 3M | -10.2% | +31.7% | -41.9% | -11.4% |
| 6M | +54.2% | +111.5% | -57.2% | +49.6% |
| YTD | +75.2% | +45.8% | +29.4% | +70.7% |
| 1Y | +107.5% | +112.5% | -5.0% | +102.7% |
| All | +107.5% | +118.1% | -10.6% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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