+188.7%
FYLD vs SPY
+431.2%
-242.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +5.2% | +0.1% | +5.2% | +5.2% |
| 3M | +7.5% | +2.0% | +5.5% | +5.8% |
| 6M | +12.2% | +13.0% | -0.8% | +2.0% |
| YTD | +28.3% | +13.5% | +14.8% | +16.2% |
| 1Y | +37.9% | +20.0% | +18.0% | +19.7% |
| 3Y | +91.9% | +77.2% | +14.7% | +21.8% |
| 5Y | +85.9% | +81.9% | +4.0% | +14.3% |
| 10Y | +210.1% | +314.1% | -104.0% | -5.3% |
| All | +188.7% | +431.2% | -242.4% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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