-5.0%
FFOG vs SPY
+12.3%
-17.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | -0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -13.1% | -3.3% | -9.7% | -7.8% |
| 3M | -8.4% | -2.4% | -6.0% | -4.3% |
| 6M | -8.5% | +2.6% | -11.1% | -11.6% |
| YTD | -2.2% | +11.2% | -13.5% | -16.6% |
| All | -5.0% | +12.3% | -17.4% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling