-83.2%
FIG vs XEL
+16.3%
-99.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.9% |
| 7D | +3.4% | +2.4% | +1.0% | +4.4% |
| 30D | -9.5% | +8.3% | -17.7% | -6.2% |
| 3M | -26.2% | +4.2% | -30.3% | -25.5% |
| 6M | +2.7% | +3.7% | -1.0% | +4.7% |
| YTD | -48.0% | +13.1% | -61.0% | -44.9% |
| 1Y | -52.0% | +5.0% | -57.0% | -49.9% |
| All | -83.2% | +16.3% | -99.5% | -82.0% |
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