+120.6%
SOXX vs FIG
-72.7%
+193.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -2.9% | +2.0% |
| 7D | +1.4% | -3.8% | +5.2% | +1.3% |
| 30D | -3.6% | -2.3% | -1.3% | -3.5% |
| 3M | -10.2% | +20.0% | -30.1% | -9.6% |
| 6M | +54.2% | -16.7% | +70.9% | +57.9% |
| YTD | +75.2% | -37.9% | +113.1% | +83.5% |
| 1Y | +107.5% | -58.5% | +166.0% | +123.9% |
| All | +120.6% | -72.7% | +193.3% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling