+52.5%
SOXX vs FIG
-52.3%
+104.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.2% | -8.4% | -2.6% |
| 7D | -13.7% | -4.7% | -9.1% | -14.0% |
| 30D | -23.6% | +0.5% | -24.1% | -23.4% |
| 3M | -16.9% | -18.4% | +1.5% | -17.7% |
| 6M | -2.4% | +10.9% | -13.3% | -0.5% |
| YTD | +49.8% | -40.8% | +90.6% | +69.3% |
| 1Y | +52.5% | -51.7% | +104.2% | +85.9% |
| All | +52.5% | -52.3% | +104.8% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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