-84.0%
FIG vs XLP
+18.1%
-102.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.9% | -16.6% |
| 7D | -17.4% | +3.5% | -20.9% | -17.4% |
| 30D | -15.9% | +11.6% | -27.5% | -15.7% |
| 3M | -34.5% | +7.6% | -42.1% | -34.7% |
| 6M | -5.0% | +10.0% | -15.1% | -4.2% |
| YTD | -50.7% | +19.7% | -70.4% | -49.4% |
| 1Y | -58.1% | +23.5% | -81.6% | -57.2% |
| All | -84.0% | +18.1% | -102.2% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling