+10.3%
XLF vs FIG
-74.0%
+84.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.9% | -12.2% | +9.3% | -2.4% |
| 30D | -1.6% | -11.0% | +9.4% | -1.3% |
| 3M | +9.3% | +11.9% | -2.6% | +8.3% |
| 6M | +14.6% | -21.9% | +36.5% | +14.8% |
| YTD | +4.7% | -40.8% | +45.5% | +5.5% |
| 1Y | +8.6% | -56.6% | +65.3% | +10.3% |
| All | +10.3% | -74.0% | +84.2% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling