+100.5%
SPYG vs FDS
-30.4%
+130.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.1% |
| 7D | +1.2% | -5.4% | +6.6% | +1.7% |
| 30D | -1.6% | +1.6% | -3.1% | -1.7% |
| 3M | +3.4% | +17.7% | -14.4% | +1.4% |
| 6M | +18.9% | +29.1% | -10.2% | +14.6% |
| YTD | +13.8% | +1.0% | +12.8% | +15.6% |
| 1Y | +20.6% | -21.6% | +42.2% | +32.5% |
| 3Y | +100.5% | -30.1% | +130.6% | +123.8% |
| All | +100.5% | -30.4% | +130.9% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling