+77.8%
FFOG vs SPY
+79.2%
-1.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -13.1% | -3.3% | -9.7% | -8.5% |
| 3M | -8.4% | -2.4% | -6.0% | -4.9% |
| 6M | -8.5% | +2.6% | -11.1% | -11.0% |
| YTD | -2.2% | +11.2% | -13.5% | -14.7% |
| 1Y | -2.5% | +13.4% | -15.9% | -17.0% |
| 3Y | +77.4% | +79.9% | -2.5% | -18.3% |
| All | +77.8% | +79.2% | -1.4% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling