+67.8%
SPYG vs FDS
-23.2%
+91.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.3% | +1.5% | +0.9% | +2.0% |
| 30D | -6.5% | +14.8% | -21.3% | -9.5% |
| 3M | -6.8% | +16.3% | -23.1% | -10.4% |
| 6M | -3.1% | +66.2% | -69.4% | -16.9% |
| YTD | +8.0% | +16.2% | -8.2% | +4.1% |
| 1Y | +10.2% | +21.8% | -11.6% | +3.6% |
| 3Y | +91.0% | -23.9% | +114.9% | +118.7% |
| All | +67.8% | -23.2% | +91.0% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling