+410.2%
SPYG vs FDS
+66.9%
+343.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | +1.2% |
| 7D | -1.8% | -16.0% | +14.2% | +4.1% |
| 30D | -1.9% | -6.7% | +4.8% | +0.1% |
| 3M | +5.2% | +6.0% | -0.8% | +1.1% |
| 6M | +15.6% | +25.1% | -9.5% | +2.4% |
| YTD | +12.4% | -8.1% | +20.6% | +12.4% |
| 1Y | +17.5% | -26.0% | +43.5% | +28.0% |
| 3Y | +98.1% | -36.4% | +134.5% | +128.2% |
| 5Y | +84.9% | -27.7% | +112.7% | +97.7% |
| All | +410.2% | +66.9% | +343.4% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling