+11.2%
FIG vs XLY
-2.4%
+13.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -1.9% | -2.4% |
| 7D | -14.5% | -2.1% | -12.4% | -13.3% |
| 30D | -13.3% | -6.0% | -7.3% | -9.8% |
| All | +11.2% | -2.4% | +13.6% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 3mo: compounded portfolio wealth divided by compounded XLY 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…
3mo analysis · Full analysis span regression · Available span rolling