+96.7%
SPYG vs FND
-50.8%
+147.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.6% |
| 7D | -1.8% | -5.1% | +3.3% | -1.0% |
| 30D | -1.9% | -22.5% | +20.6% | +2.0% |
| 3M | +5.2% | -5.0% | +10.2% | +5.3% |
| 6M | +15.6% | -21.5% | +37.1% | +18.9% |
| YTD | +12.4% | -23.0% | +35.4% | +15.5% |
| 1Y | +17.5% | -44.9% | +62.3% | +27.7% |
| All | +96.7% | -50.8% | +147.5% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling