+43.4%
XLK vs FGI
+81.8%
-38.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.6% |
| 7D | +0.9% | +0.5% | +0.3% | +0.8% |
| 30D | +0.7% | +65.4% | -64.7% | -0.2% |
| 3M | -2.9% | +23.5% | -26.4% | -3.7% |
| 6M | +34.3% | +60.5% | -26.3% | +32.1% |
| YTD | +30.4% | +30.0% | +0.4% | +28.5% |
| 1Y | +43.4% | +82.1% | -38.7% | +42.2% |
| All | +43.4% | +81.8% | -38.5% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling