+46.1%
FE vs SPG
+86.1%
-40.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.4% | +2.7% | -3.1% | -1.1% |
| 30D | +3.6% | +16.6% | -13.0% | -0.6% |
| 3M | +0.3% | +8.1% | -7.8% | -1.8% |
| 6M | +6.4% | +19.3% | -12.9% | +1.4% |
| YTD | +8.1% | +31.1% | -23.0% | +0.3% |
| 1Y | +4.6% | +32.8% | -28.2% | -3.3% |
| 3Y | +49.1% | +135.8% | -86.7% | +14.3% |
| 5Y | +46.1% | +85.1% | -39.0% | +13.7% |
| All | +46.1% | +86.1% | -40.0% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling