-51.7%
FIG vs SPYG
+10.8%
-62.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +4.0% | +4.5% |
| 7D | -4.7% | -2.8% | -1.9% | -3.1% |
| 30D | +0.5% | -6.2% | +6.7% | +4.3% |
| 3M | -18.4% | -3.6% | -14.8% | -16.8% |
| 6M | +10.9% | +4.8% | +6.1% | +4.5% |
| YTD | -40.8% | +11.0% | -51.8% | -46.1% |
| 1Y | -51.7% | +11.2% | -62.9% | -55.9% |
| All | -51.7% | +10.8% | -62.5% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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