-83.7%
FIG vs XLP
+16.6%
-100.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | -13.1% | +0.7% | -13.9% | -13.1% |
| 30D | -13.0% | +10.3% | -23.3% | -12.7% |
| 3M | -21.5% | +6.5% | -28.1% | -21.6% |
| 6M | -2.5% | +8.4% | -10.9% | -1.6% |
| YTD | -49.7% | +18.2% | -67.9% | -48.3% |
| 1Y | -59.1% | +22.4% | -81.5% | -58.1% |
| All | -83.7% | +16.6% | -100.3% | -83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling