-5.0%
FIG vs XLP
+10.8%
-15.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.9% | -16.0% |
| 7D | -17.4% | +3.5% | -20.9% | -19.2% |
| 30D | -15.9% | +11.6% | -27.5% | -22.6% |
| 3M | -34.5% | +7.6% | -42.1% | -38.1% |
| 6M | -5.0% | +10.0% | -15.1% | -9.4% |
| All | -5.0% | +10.8% | -15.8% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling