-58.7%
FIG vs XLB
+14.3%
-73.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | -14.5% | -2.9% | -11.5% | -14.0% |
| 30D | -13.3% | -3.4% | -9.9% | -12.8% |
| 3M | +7.4% | +1.6% | +5.8% | +7.1% |
| 6M | -27.8% | +3.6% | -31.4% | -29.7% |
| YTD | -41.1% | +14.2% | -55.4% | -51.7% |
| 1Y | -58.7% | +15.6% | -74.3% | -65.0% |
| All | -58.7% | +14.3% | -73.0% | -65.0% |
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