+427.5%
FE vs SPYG
+564.9%
-137.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +1.9% | +0.4% | +1.6% | +1.8% |
| 30D | -1.2% | -0.4% | -0.7% | -1.0% |
| 3M | +3.5% | +0.5% | +2.9% | +2.8% |
| 6M | -6.1% | +17.5% | -23.5% | -13.2% |
| YTD | +7.6% | +14.3% | -6.7% | +0.5% |
| 1Y | +11.9% | +21.7% | -9.8% | +1.4% |
| 3Y | +48.4% | +98.6% | -50.2% | +4.2% |
| 5Y | +44.8% | +85.1% | -40.3% | +2.8% |
| 10Y | +115.9% | +412.0% | -296.1% | -6.8% |
| All | +427.5% | +564.9% | -137.3% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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