-23.6%
FPS vs SPYG
+13.2%
-36.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.3% | -9.6% | -9.1% |
| 7D | +21.6% | +4.2% | +17.4% | +10.3% |
| 30D | -38.8% | -7.4% | -31.4% | -22.0% |
| 3M | -42.1% | -5.3% | -36.8% | -30.0% |
| 6M | -48.5% | -1.2% | -47.3% | -42.3% |
| All | -23.6% | +13.2% | -36.8% | -31.1% |
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 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