+251.1%
SOXX vs FGI
-70.4%
+321.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +3.4% |
| 7D | +2.2% | +0.5% | +1.7% | +2.2% |
| 30D | -2.0% | +65.4% | -67.4% | -4.1% |
| 3M | -13.7% | +23.5% | -37.2% | -15.2% |
| 6M | +52.4% | +60.5% | -8.2% | +47.3% |
| YTD | +72.8% | +30.0% | +42.8% | +67.7% |
| 1Y | +113.9% | +82.1% | +31.8% | +103.6% |
| 3Y | +210.7% | -4.4% | +215.1% | +199.3% |
| All | +251.1% | -70.4% | +321.5% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling