+360.1%
SPYG vs FND
+58.4%
+301.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.6% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | -1.6% | -23.6% | +22.0% | +4.4% |
| 3M | +3.4% | +4.3% | -1.0% | +1.3% |
| 6M | +18.9% | -20.3% | +39.2% | +23.3% |
| YTD | +13.8% | -21.3% | +35.1% | +17.7% |
| 1Y | +20.6% | -45.4% | +66.0% | +35.3% |
| 3Y | +100.5% | -48.9% | +149.4% | +119.2% |
| 5Y | +84.6% | -61.0% | +145.6% | +105.6% |
| All | +360.1% | +58.4% | +301.7% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling