+11.4%
FPS vs SPYG
+18.2%
-6.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +4.2% |
| 7D | +10.4% | +1.2% | +9.2% | +7.3% |
| 30D | -16.5% | -1.6% | -15.0% | -13.3% |
| 3M | -45.5% | +3.4% | -48.9% | -48.9% |
| 6M | +2.1% | +18.9% | -16.8% | -22.6% |
| All | +11.4% | +18.2% | -6.8% | -14.5% |
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