-80.8%
FIG vs SPYG
+20.1%
-100.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.2% |
| 7D | -12.2% | -1.8% | -10.4% | -11.0% |
| 30D | -11.0% | -1.9% | -9.1% | -9.6% |
| 3M | +11.9% | +5.2% | +6.7% | +5.9% |
| 6M | -21.9% | +15.6% | -37.5% | -34.0% |
| YTD | -40.8% | +12.4% | -53.2% | -47.6% |
| 1Y | -56.6% | +17.5% | -74.1% | -62.4% |
| All | -80.8% | +20.1% | -100.9% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling