-40.2%
FGRU vs SPY
+12.6%
-52.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.5% | +13.5% | +15.8% |
| 7D | +26.0% | +0.5% | +25.4% | +22.7% |
| 30D | +62.6% | -0.9% | +63.5% | +72.8% |
| 3M | +50.0% | +3.9% | +46.1% | +32.1% |
| 6M | +1.3% | +14.5% | -13.3% | -37.0% |
| All | -40.2% | +12.6% | -52.8% | -55.6% |
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