+57.3%
FG vs SPY
+102.0%
-44.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -0.3% | -0.4% | 0.0% | +0.1% |
| 30D | -11.8% | -1.4% | -10.4% | -10.4% |
| 3M | -14.6% | +3.7% | -18.3% | -18.1% |
| 6M | +8.8% | +13.0% | -4.2% | -5.3% |
| YTD | -21.0% | +12.4% | -33.4% | -30.7% |
| 1Y | -29.0% | +18.5% | -47.5% | -41.5% |
| 3Y | -3.9% | +77.6% | -81.5% | -50.9% |
| All | +57.3% | +102.0% | -44.6% | -30.7% |
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 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