+17.9%
SPYG vs FND
-45.3%
+63.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -0.9% | -5.8% | +4.9% | -0.2% |
| 30D | -1.5% | -20.2% | +18.7% | +1.1% |
| 3M | +3.7% | -12.0% | +15.7% | +4.9% |
| 6M | +16.4% | -18.5% | +34.9% | +17.8% |
| YTD | +13.3% | -22.3% | +35.6% | +14.9% |
| 1Y | +17.9% | -47.6% | +65.5% | +23.5% |
| All | +17.9% | -45.3% | +63.2% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling