+179.0%
SOXX vs FGI
-16.0%
+195.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -25.2% | +21.5% | -3.4% |
| 7D | +9.4% | -14.4% | +23.8% | +9.5% |
| 30D | -13.8% | -11.8% | -2.0% | -13.6% |
| 3M | -18.6% | -46.2% | +27.6% | -18.2% |
| 6M | -15.1% | +5.2% | -20.3% | -15.9% |
| YTD | +49.0% | +10.5% | +38.5% | +46.8% |
| 1Y | +55.3% | +25.5% | +29.8% | +53.2% |
| 3Y | +179.0% | -16.0% | +195.0% | +181.3% |
| All | +179.0% | -16.0% | +195.0% | +181.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling