+19.4%
XLK vs FGI
+17.8%
+1.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -25.2% | +23.2% | -1.6% |
| 7D | +3.4% | -14.4% | +17.8% | +3.6% |
| 30D | -10.6% | -11.8% | +1.2% | -10.4% |
| 3M | -10.6% | -46.2% | +35.6% | -10.0% |
| 6M | -3.5% | +5.2% | -8.7% | -4.7% |
| YTD | +18.7% | +10.5% | +8.2% | +15.4% |
| 1Y | +19.4% | +25.5% | -6.1% | +14.8% |
| All | +19.4% | +17.8% | +1.7% | +14.8% |
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