+41.7%
XLK vs FIG
-74.0%
+115.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -0.4% | -12.2% | +11.8% | 0.0% |
| 30D | -0.5% | -11.0% | +10.5% | -0.1% |
| 3M | +5.0% | +11.9% | -6.9% | +4.2% |
| 6M | +32.9% | -21.9% | +54.8% | +34.2% |
| YTD | +29.0% | -40.8% | +69.7% | +32.0% |
| 1Y | +37.8% | -56.6% | +94.5% | +43.6% |
| All | +41.7% | -74.0% | +115.7% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling