+116.6%
SOXX vs FIG
-74.0%
+190.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +3.0% | -12.2% | +15.2% | +2.6% |
| 30D | -3.1% | -11.0% | +7.8% | -3.3% |
| 3M | -4.4% | +11.9% | -16.3% | -3.8% |
| 6M | +52.9% | -21.9% | +74.8% | +56.5% |
| YTD | +72.0% | -40.8% | +112.8% | +79.9% |
| 1Y | +105.1% | -56.6% | +161.7% | +121.4% |
| All | +116.6% | -74.0% | +190.5% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling