-2.5%
FIG vs XLC
-9.3%
+6.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.5% |
| 7D | -13.1% | +4.9% | -18.0% | -17.7% |
| 30D | -13.0% | -5.8% | -7.2% | -6.4% |
| 3M | -21.5% | -5.4% | -16.1% | -16.3% |
| 6M | -2.5% | -10.2% | +7.7% | +8.2% |
| All | -2.5% | -9.3% | +6.8% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling