+15.6%
XLP vs FIGR
-36.9%
+52.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -1.0% |
| 7D | +0.7% | +5.3% | -4.6% | +0.9% |
| 30D | +10.3% | -17.9% | +28.2% | +9.7% |
| 3M | +6.5% | -20.5% | +27.1% | +6.1% |
| 6M | +8.4% | -40.2% | +48.6% | +7.3% |
| YTD | +18.2% | -44.4% | +62.6% | +17.6% |
| 1Y | +22.4% | -36.3% | +58.8% | +22.5% |
| All | +15.6% | -36.9% | +52.5% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling