+46.3%
FE vs SPG
+74.6%
-28.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -1.0% | +4.9% | -5.9% | -2.3% |
| 30D | +4.1% | +15.6% | -11.5% | +0.2% |
| 3M | -1.0% | +4.1% | -5.1% | -2.1% |
| 6M | +4.0% | +13.6% | -9.6% | +0.5% |
| YTD | +6.8% | +27.5% | -20.7% | -0.1% |
| 1Y | +5.3% | +32.2% | -26.9% | -2.5% |
| 3Y | +44.6% | +126.0% | -81.4% | +12.4% |
| All | +46.3% | +74.6% | -28.3% | +14.8% |
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