+429.5%
FE vs SPYG
+524.9%
-95.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -0.5% | -1.9% | +1.4% | +0.2% |
| 30D | +4.3% | -9.2% | +13.5% | +8.4% |
| 3M | +0.4% | -6.8% | +7.2% | +3.1% |
| 6M | +6.9% | -2.6% | +9.5% | +7.3% |
| YTD | +8.0% | +7.5% | +0.5% | +3.3% |
| 1Y | +4.8% | +6.7% | -1.8% | +0.5% |
| 3Y | +49.0% | +90.1% | -41.1% | +6.2% |
| 5Y | +46.2% | +69.2% | -23.0% | +7.9% |
| 10Y | +120.9% | +391.9% | -271.0% | -3.4% |
| All | +429.5% | +524.9% | -95.4% | +53.0% |
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