-80.9%
FIG vs XLC
+3.5%
-84.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -2.5% |
| 7D | -14.5% | -1.4% | -13.0% | -12.8% |
| 30D | -13.3% | -0.9% | -12.4% | -12.5% |
| 3M | +7.4% | -0.3% | +7.7% | +6.5% |
| 6M | -27.8% | -5.2% | -22.6% | -23.5% |
| YTD | -41.1% | -5.3% | -35.8% | -37.3% |
| 1Y | -58.7% | -2.8% | -55.9% | -58.3% |
| All | -80.9% | +3.5% | -84.4% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling