+39.3%
XLK vs FIGR
+5.9%
+33.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.3% | +14.9% | -12.5% | +0.8% |
| 30D | +0.8% | +32.3% | -31.4% | -2.5% |
| 3M | +4.1% | +34.8% | -30.7% | +0.1% |
| 6M | +34.8% | +16.8% | +18.0% | +30.6% |
| YTD | +30.8% | -6.7% | +37.5% | +26.5% |
| All | +39.3% | +5.9% | +33.5% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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