+358.2%
SPYG vs FND
+56.5%
+301.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -0.9% | -5.8% | +4.9% | +0.4% |
| 30D | -1.5% | -20.2% | +18.7% | +3.5% |
| 3M | +3.7% | -12.0% | +15.7% | +5.9% |
| 6M | +16.4% | -18.5% | +34.9% | +20.2% |
| YTD | +13.3% | -22.3% | +35.6% | +17.6% |
| 1Y | +17.9% | -47.6% | +65.5% | +33.6% |
| 3Y | +98.3% | -49.8% | +148.1% | +117.7% |
| 5Y | +86.4% | -63.0% | +149.4% | +110.0% |
| All | +358.2% | +56.5% | +301.7% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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