-80.7%
FGRU vs SPY
+13.0%
-93.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.4% | -0.5% |
| 7D | -4.1% | -0.7% | -3.4% | +0.9% |
| 30D | -36.5% | -1.0% | -35.5% | -31.3% |
| 3M | -43.7% | -0.3% | -43.4% | -40.4% |
| 6M | -72.9% | +7.3% | -80.2% | -78.1% |
| All | -80.7% | +13.0% | -93.7% | -85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling