-83.9%
FIG vs XLP
+17.9%
-101.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -11.4% | +2.3% | -13.8% | -11.6% |
| 30D | -17.2% | +9.1% | -26.3% | -17.1% |
| 3M | -26.6% | +7.9% | -34.5% | -26.8% |
| 6M | -9.8% | +9.6% | -19.4% | -9.1% |
| YTD | -50.1% | +19.4% | -69.6% | -48.9% |
| 1Y | -58.1% | +22.4% | -80.4% | -57.1% |
| All | -83.9% | +17.9% | -101.7% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling