+55.6%
FG vs SPY
+95.3%
-39.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.5% |
| 7D | +10.6% | -2.7% | +13.4% | +13.7% |
| 30D | +17.5% | -5.4% | +22.9% | +24.3% |
| 3M | -19.0% | -4.1% | -14.9% | -15.6% |
| 6M | -19.1% | +0.7% | -19.8% | -20.4% |
| YTD | -21.8% | +8.7% | -30.5% | -29.3% |
| 1Y | -18.7% | +10.9% | -29.6% | -28.0% |
| 3Y | -20.6% | +75.0% | -95.6% | -59.2% |
| All | +55.6% | +95.3% | -39.6% | -29.2% |
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