+41.0%
XLE vs FIG
-56.6%
+97.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.5% |
| 7D | -7.9% | -12.6% | +4.7% | -7.8% |
| 30D | -4.8% | -13.8% | +9.0% | -4.7% |
| 3M | +8.4% | -16.7% | +25.1% | +8.4% |
| 6M | +12.7% | -6.1% | +18.8% | +12.4% |
| YTD | +41.3% | -48.1% | +89.4% | +41.8% |
| All | +41.0% | -56.6% | +97.7% | +43.7% |
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