-52.0%
FIG vs XLB
+20.6%
-72.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +3.4% | +0.5% | +2.9% | +3.3% |
| 30D | -9.5% | +5.2% | -14.6% | -8.6% |
| 3M | -26.2% | +0.3% | -26.5% | -25.9% |
| 6M | +2.7% | +1.2% | +1.5% | +3.5% |
| YTD | -48.0% | +16.6% | -64.6% | -53.7% |
| 1Y | -52.0% | +21.4% | -73.5% | -59.2% |
| All | -52.0% | +20.6% | -72.7% | -59.2% |
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