-51.7%
FIG vs XLP
+24.3%
-76.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.4% | +1.9% | +5.1% |
| 7D | -4.7% | +5.9% | -10.5% | -4.5% |
| 30D | +0.5% | +13.5% | -12.9% | +1.5% |
| 3M | -18.4% | +8.4% | -26.8% | -18.4% |
| 6M | +10.9% | +11.5% | -0.7% | +13.5% |
| YTD | -40.8% | +20.6% | -61.4% | -35.7% |
| 1Y | -51.7% | +24.3% | -76.0% | -47.2% |
| All | -51.7% | +24.3% | -76.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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