-99.4%
FGL vs SPY
+1.5%
-100.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.3% | -9.8% | -10.1% |
| 7D | -14.8% | -2.7% | -12.1% | -10.0% |
| 30D | -74.4% | -5.4% | -69.0% | -71.2% |
| 3M | -98.7% | -4.1% | -94.6% | -98.5% |
| 6M | -99.4% | +0.7% | -100.1% | -99.4% |
| All | -99.4% | +1.5% | -100.9% | -99.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling