+120.9%
FE vs SPG
+117.2%
+3.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.4% |
| 7D | -0.5% | +5.6% | -6.1% | -1.7% |
| 30D | +4.3% | +17.6% | -13.3% | +0.8% |
| 3M | +0.4% | +7.5% | -7.1% | -1.1% |
| 6M | +6.9% | +18.5% | -11.6% | +3.2% |
| YTD | +8.0% | +30.9% | -22.9% | +1.9% |
| 1Y | +4.8% | +34.1% | -29.3% | -1.6% |
| 3Y | +49.0% | +135.5% | -86.6% | +23.3% |
| 5Y | +46.2% | +86.5% | -40.3% | +24.9% |
| 10Y | +120.9% | +116.1% | +4.8% | +90.9% |
| All | +120.9% | +117.2% | +3.6% | +90.9% |
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