-55.8%
FIG vs XLB
+17.4%
-73.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.0% | -4.3% |
| 7D | -16.3% | -1.4% | -14.9% | -16.1% |
| 30D | -14.3% | -0.4% | -13.9% | -14.3% |
| 3M | +7.2% | +2.0% | +5.2% | +6.8% |
| 6M | -18.6% | +1.8% | -20.5% | -18.7% |
| YTD | -35.5% | +16.6% | -52.0% | -46.5% |
| 1Y | -55.8% | +16.9% | -72.7% | -62.1% |
| All | -55.8% | +17.4% | -73.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling