-80.9%
FIG vs XLU
+3.9%
-84.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.9% |
| 7D | -14.5% | +0.6% | -15.1% | -14.1% |
| 30D | -13.3% | -0.4% | -12.9% | -13.5% |
| 3M | +7.4% | -1.7% | +9.2% | +6.6% |
| 6M | -27.8% | -7.1% | -20.7% | -28.4% |
| YTD | -41.1% | +1.9% | -43.0% | -41.7% |
| 1Y | -58.7% | +6.1% | -64.8% | -49.6% |
| All | -80.9% | +3.9% | -84.9% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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