+46.0%
F vs SPG
+112.6%
-66.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +2.0% |
| 7D | +5.3% | -2.4% | +7.7% | +6.7% |
| 30D | +4.6% | -6.8% | +11.4% | +8.7% |
| 3M | -3.7% | +2.7% | -6.3% | -5.5% |
| 6M | +16.8% | +5.5% | +11.4% | +12.6% |
| YTD | +15.3% | +15.7% | -0.4% | +5.1% |
| 1Y | +31.0% | +20.9% | +10.1% | +16.0% |
| All | +46.0% | +112.6% | -66.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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