-57.0%
FIG vs XLP
+20.7%
-77.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -13.1% | +8.2% | -21.2% | -12.7% |
| 3M | -20.3% | +7.7% | -28.1% | -20.4% |
| 6M | -2.1% | +9.3% | -11.4% | -1.2% |
| YTD | -49.4% | +19.5% | -68.9% | -45.7% |
| 1Y | -57.0% | +21.0% | -78.0% | -54.2% |
| All | -57.0% | +20.7% | -77.7% | -54.2% |
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