-100.0%
FGL vs SPY
+32.0%
-132.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -0.4% | -23.4% | -23.4% |
| 7D | -19.1% | -0.6% | -18.5% | -18.3% |
| 30D | -77.4% | -3.7% | -73.7% | -76.5% |
| 3M | -98.7% | -2.7% | -95.9% | -98.6% |
| 6M | -99.5% | +2.2% | -101.7% | -99.5% |
| YTD | -99.9% | +10.8% | -110.8% | -99.9% |
| 1Y | -100.0% | +11.2% | -111.2% | -100.0% |
| All | -100.0% | +32.0% | -132.0% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling