+414.6%
SPYG vs FDS
+77.2%
+337.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.8% |
| 7D | +0.3% | -8.8% | +9.1% | +3.5% |
| 30D | -1.7% | -1.4% | -0.3% | -1.5% |
| 3M | +3.6% | +13.9% | -10.2% | -2.8% |
| 6M | +16.6% | +27.4% | -10.8% | +3.0% |
| YTD | +13.4% | -2.5% | +15.8% | +11.1% |
| 1Y | +19.6% | -23.8% | +43.4% | +29.6% |
| 3Y | +99.8% | -32.5% | +132.2% | +125.5% |
| 5Y | +85.0% | -23.2% | +108.1% | +93.7% |
| All | +414.6% | +77.2% | +337.4% | +271.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling