-79.1%
FIG vs XEL
+7.1%
-86.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.5% | -4.8% |
| 7D | -16.3% | -1.0% | -15.4% | -16.8% |
| 30D | -14.3% | -1.9% | -12.4% | -15.2% |
| 3M | +7.2% | -1.9% | +9.1% | +6.6% |
| 6M | -18.6% | -7.4% | -11.2% | -21.0% |
| YTD | -35.5% | +4.1% | -39.5% | -34.0% |
| 1Y | -55.8% | +8.0% | -63.8% | -52.5% |
| All | -79.1% | +7.1% | -86.2% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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