-83.9%
FIG vs XLC
+1.0%
-84.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.3% | -4.4% |
| 7D | -11.4% | +6.2% | -17.6% | -17.4% |
| 30D | -17.2% | -2.4% | -14.8% | -14.7% |
| 3M | -26.6% | -3.3% | -23.3% | -23.8% |
| 6M | -9.8% | -7.3% | -2.5% | -2.2% |
| YTD | -50.1% | -7.6% | -42.5% | -45.4% |
| 1Y | -58.1% | -3.7% | -54.4% | -56.5% |
| All | -83.9% | +1.0% | -84.8% | -82.6% |
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