+81.4%
FFOG vs SPY
+80.9%
+0.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +0.6% |
| 7D | -0.3% | -0.9% | +0.6% | +1.2% |
| 30D | -10.3% | -2.4% | -8.0% | -7.0% |
| 3M | -5.8% | -1.2% | -4.6% | -3.9% |
| 6M | -6.9% | +3.3% | -10.2% | -10.4% |
| YTD | -0.3% | +12.3% | -12.6% | -14.1% |
| 1Y | -2.0% | +12.4% | -14.5% | -15.7% |
| 3Y | +76.7% | +78.8% | -2.1% | -18.0% |
| All | +81.4% | +80.9% | +0.5% | -17.1% |
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