-83.2%
FIG vs XLP
+17.7%
-100.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +3.0% |
| 7D | -12.6% | +0.1% | -12.7% | -12.7% |
| 30D | -13.8% | +8.9% | -22.7% | -13.6% |
| 3M | -16.7% | +7.5% | -24.2% | -16.9% |
| 6M | -6.1% | +9.4% | -15.5% | -5.4% |
| YTD | -48.1% | +19.3% | -67.3% | -46.7% |
| 1Y | -56.2% | +21.7% | -77.9% | -55.2% |
| All | -83.2% | +17.7% | -100.9% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling