+47.7%
XLE vs FIG
-55.0%
+102.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +1.0% |
| 7D | +5.4% | +3.4% | +2.0% | +5.4% |
| 30D | -3.9% | -9.5% | +5.5% | -3.9% |
| 3M | +7.0% | -26.2% | +33.2% | +7.2% |
| 6M | +14.2% | +2.7% | +11.5% | +14.0% |
| YTD | +48.2% | -48.0% | +96.1% | +48.8% |
| 1Y | +47.7% | -52.0% | +99.7% | +49.9% |
| All | +47.7% | -55.0% | +102.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling