+40.8%
FFGX vs SPY
+30.3%
+10.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | -1.6% | -2.0% | +0.4% | +0.2% |
| 30D | -1.1% | -1.7% | +0.5% | +0.4% |
| 3M | +4.6% | +4.7% | -0.1% | +0.5% |
| 6M | +9.2% | +12.5% | -3.3% | -0.9% |
| YTD | +13.4% | +11.7% | +1.7% | +3.6% |
| 1Y | +19.1% | +17.5% | +1.6% | +4.9% |
| All | +40.8% | +30.3% | +10.5% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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