+9.2%
XLF vs FIGR
-0.1%
+9.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +0.2% | +25.2% | -25.0% | -0.8% |
| 3M | +11.7% | +14.8% | -3.1% | +10.7% |
| 6M | +13.8% | +17.9% | -4.1% | +12.4% |
| YTD | +7.0% | -11.9% | +18.9% | +6.0% |
| All | +9.2% | -0.1% | +9.3% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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