-83.2%
FIG vs XLP
+19.6%
-102.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.6% |
| 7D | +3.4% | +2.5% | +0.9% | +3.0% |
| 30D | -9.5% | +7.3% | -16.8% | -9.7% |
| 3M | -26.2% | +8.1% | -34.3% | -26.6% |
| 6M | +2.7% | +10.5% | -7.8% | +2.7% |
| YTD | -48.0% | +21.2% | -69.1% | -46.7% |
| 1Y | -52.0% | +22.7% | -74.8% | -51.1% |
| All | -83.2% | +19.6% | -102.7% | -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