+113.9%
SOXX vs FIG
-56.9%
+170.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +3.4% |
| 7D | +2.2% | -16.3% | +18.5% | +1.6% |
| 30D | -2.0% | -14.3% | +12.3% | -2.3% |
| 3M | -13.7% | +7.2% | -20.9% | -12.3% |
| 6M | +52.4% | -18.6% | +71.0% | +60.3% |
| YTD | +72.8% | -35.5% | +108.3% | +92.0% |
| 1Y | +113.9% | -55.8% | +169.7% | +161.0% |
| All | +113.9% | -56.9% | +170.8% | +161.0% |
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