-83.2%
FIG vs SPYG
+15.4%
-98.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.6% |
| 7D | +3.4% | +2.3% | +1.1% | +1.4% |
| 30D | -9.5% | -6.5% | -3.0% | -4.3% |
| 3M | -26.2% | -6.8% | -19.3% | -21.9% |
| 6M | +2.7% | -3.1% | +5.8% | +5.4% |
| YTD | -48.0% | +8.0% | -56.0% | -52.4% |
| 1Y | -52.0% | +10.2% | -62.3% | -57.2% |
| All | -83.2% | +15.4% | -98.5% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling