+43.6%
XLK vs FIG
-72.7%
+116.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.5% | +1.2% |
| 7D | +0.2% | -3.8% | +4.0% | +0.3% |
| 30D | -0.6% | -2.3% | +1.7% | -0.6% |
| 3M | +2.6% | +20.0% | -17.4% | +1.4% |
| 6M | +34.0% | -16.7% | +50.6% | +34.9% |
| YTD | +30.7% | -37.9% | +68.6% | +33.5% |
| 1Y | +39.2% | -58.5% | +97.7% | +44.7% |
| All | +43.6% | -72.7% | +116.3% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling