+43.8%
XLK vs FIG
-73.2%
+117.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +6.0% | +0.5% |
| 7D | +2.3% | -16.4% | +18.7% | +2.9% |
| 30D | -0.1% | -2.3% | +2.3% | 0.0% |
| 3M | +2.1% | +7.8% | -5.7% | +1.6% |
| 6M | +37.2% | -21.8% | +59.0% | +38.6% |
| YTD | +30.8% | -39.1% | +69.9% | +33.7% |
| 1Y | +42.6% | -56.6% | +99.3% | +48.4% |
| All | +43.8% | -73.2% | +117.0% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling