Stock and ETF performance explorer

FGL vs SPY

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	SPY	Excess	Alpha
1D	-28.7%	-0.4%	-28.4%	N/A
7D	-39.2%	+0.1%	-39.3%	N/A
All	-39.2%	-0.2%	-39.0%	N/A

Daily percentage return beside SPY.

Portfolio return minus SPY return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.