+114.5%
FE vs SPG
+59.6%
+54.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | -0.2% | -1.7% | +1.5% | +0.2% |
| 30D | -1.2% | -6.3% | +5.1% | +0.2% |
| 3M | +1.7% | -2.4% | +4.1% | +2.2% |
| 6M | -7.5% | +9.6% | -17.1% | -9.3% |
| YTD | +6.3% | +14.2% | -7.9% | +3.2% |
| 1Y | +10.9% | +19.3% | -8.4% | +6.6% |
| 3Y | +46.9% | +106.7% | -59.8% | +24.8% |
| 5Y | +47.6% | +104.2% | -56.6% | +24.0% |
| 10Y | +114.5% | +63.7% | +50.8% | +112.1% |
| All | +114.5% | +59.6% | +54.9% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling