-100.0%
FGL vs SPY
+35.2%
-135.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -28.7% | -0.4% | -28.4% | -28.5% |
| 7D | -39.2% | +0.1% | -39.3% | -39.3% |
| 30D | -88.8% | +0.1% | -88.9% | -88.9% |
| 3M | -95.1% | +2.0% | -97.1% | -95.2% |
| 6M | -98.9% | +13.0% | -111.9% | -98.9% |
| YTD | -99.4% | +13.5% | -113.0% | -99.5% |
| 1Y | -99.9% | +20.0% | -119.9% | -99.9% |
| All | -100.0% | +35.2% | -135.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling