-79.1%
FIG vs SPYG
+22.2%
-101.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | -16.3% | +0.4% | -16.7% | -16.6% |
| 30D | -14.3% | -0.4% | -13.9% | -14.0% |
| 3M | +7.2% | +0.5% | +6.6% | +7.3% |
| 6M | -18.6% | +17.5% | -36.1% | -32.0% |
| YTD | -35.5% | +14.3% | -49.8% | -43.6% |
| 1Y | -55.8% | +21.7% | -77.5% | -61.7% |
| All | -79.1% | +22.2% | -101.3% | -81.8% |
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