+75.5%
SPYM vs FGI
+1.5%
+74.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -2.7% | -7.0% | +4.3% | -2.7% |
| 30D | -5.4% | -4.2% | -1.1% | -5.3% |
| 3M | -4.1% | +55.6% | -59.7% | -4.5% |
| 6M | +0.8% | -3.2% | +3.9% | +0.4% |
| YTD | +8.8% | +29.1% | -20.4% | +8.0% |
| 1Y | +11.0% | +51.0% | -40.0% | +10.3% |
| 3Y | +75.5% | +1.5% | +74.0% | +78.6% |
| All | +75.5% | +1.5% | +74.0% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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