+220.8%
SOXX vs FGI
+8.1%
+212.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +9.4% | -12.2% | -2.8% |
| 7D | +3.0% | +22.8% | -19.8% | +2.8% |
| 30D | -3.1% | +85.9% | -89.1% | -4.4% |
| 3M | -4.4% | +32.4% | -36.8% | -5.4% |
| 6M | +52.9% | +106.3% | -53.5% | +50.1% |
| YTD | +72.0% | +48.4% | +23.6% | +69.1% |
| 1Y | +105.1% | +116.4% | -11.3% | +102.2% |
| All | +220.8% | +8.1% | +212.7% | +222.4% |
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