-83.2%
FIG vs XLC
+1.8%
-85.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.8% | +1.5% |
| 7D | +3.4% | +3.7% | -0.3% | -1.1% |
| 30D | -9.5% | -1.9% | -7.5% | -7.2% |
| 3M | -26.2% | -3.1% | -23.1% | -23.6% |
| 6M | +2.7% | -6.4% | +9.1% | +10.0% |
| YTD | -48.0% | -6.8% | -41.1% | -43.6% |
| 1Y | -52.0% | -1.7% | -50.4% | -51.5% |
| All | -83.2% | +1.8% | -85.0% | -82.0% |
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