+94.7%
FFOG vs SPY
+82.9%
+11.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | -3.1% | +2.0% | -5.1% | -5.4% |
| 6M | +14.8% | +13.0% | +1.7% | -2.6% |
| YTD | +7.0% | +13.5% | -6.5% | -9.6% |
| 1Y | +9.2% | +20.0% | -10.8% | -14.1% |
| All | +94.7% | +82.9% | +11.8% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling