+571.3%
FE vs SPG
+3,141.1%
-2,569.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -1.0% | +4.9% | -5.9% | -2.1% |
| 30D | +4.1% | +15.6% | -11.5% | +0.8% |
| 3M | -1.0% | +4.1% | -5.1% | -1.9% |
| 6M | +4.0% | +13.6% | -9.6% | +1.0% |
| YTD | +6.8% | +27.5% | -20.7% | +1.0% |
| 1Y | +5.3% | +32.2% | -26.9% | -1.3% |
| 3Y | +44.6% | +126.0% | -81.4% | +19.1% |
| 5Y | +44.2% | +74.7% | -30.5% | +24.1% |
| 10Y | +107.3% | +112.8% | -5.6% | +57.7% |
| All | +571.3% | +3,141.1% | -2,569.8% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling