+9.1%
XLF vs FIG
-56.9%
+66.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.6% |
| 7D | 0.0% | -16.3% | +16.3% | +0.9% |
| 30D | +0.2% | -14.3% | +14.5% | +0.8% |
| 3M | +11.7% | +7.2% | +4.6% | +10.6% |
| 6M | +13.8% | -18.6% | +32.4% | +14.4% |
| YTD | +7.0% | -35.5% | +42.5% | +9.1% |
| 1Y | +9.1% | -55.8% | +64.9% | +13.9% |
| All | +9.1% | -56.9% | +66.0% | +13.9% |
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