+20.7%
XLK vs FIG
-52.3%
+73.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.2% |
| 7D | -7.6% | -4.7% | -2.9% | -7.5% |
| 30D | -12.2% | +0.5% | -12.7% | -12.2% |
| 3M | -5.5% | -18.4% | +12.9% | -4.9% |
| 6M | +9.2% | +10.9% | -1.7% | +7.9% |
| YTD | +23.0% | -40.8% | +63.8% | +32.7% |
| 1Y | +20.7% | -51.7% | +72.4% | +35.9% |
| All | +20.7% | -52.3% | +73.0% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling