-80.9%
FIG vs SPYG
+21.1%
-102.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -14.5% | +0.3% | -14.8% | -14.7% |
| 30D | -13.3% | -1.7% | -11.6% | -12.2% |
| 3M | +7.4% | +3.6% | +3.8% | +3.7% |
| 6M | -27.8% | +16.6% | -44.4% | -39.4% |
| YTD | -41.1% | +13.4% | -54.5% | -48.2% |
| 1Y | -58.7% | +19.6% | -78.3% | -64.2% |
| All | -80.9% | +21.1% | -102.1% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling