+156.5%
XLK vs FGI
-69.8%
+226.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +2.3% | +5.2% | -2.8% | +2.2% |
| 30D | -0.1% | +65.2% | -65.3% | -1.5% |
| 3M | +2.1% | +30.2% | -28.0% | +0.8% |
| 6M | +37.2% | +87.8% | -50.6% | +33.5% |
| YTD | +30.8% | +32.5% | -1.6% | +27.9% |
| 1Y | +42.6% | +93.6% | -51.0% | +37.3% |
| 3Y | +121.8% | -2.6% | +124.4% | +116.0% |
| All | +156.5% | -69.8% | +226.3% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling