+66.4%
FG vs SPY
+99.1%
-32.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | +16.3% | -0.6% | +16.9% | +17.0% |
| 30D | +29.8% | -3.7% | +33.5% | +34.9% |
| 3M | -6.7% | -2.7% | -3.9% | -4.0% |
| 6M | -9.9% | +2.2% | -12.1% | -12.6% |
| YTD | -16.4% | +10.8% | -27.3% | -25.8% |
| 1Y | -20.4% | +11.2% | -31.6% | -29.7% |
| 3Y | -27.3% | +76.5% | -103.8% | -62.8% |
| All | +66.4% | +99.1% | -32.7% | -25.8% |
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