+576.2%
FE vs SPG
+2,840.2%
-2,264.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +1.9% | -2.4% | +4.3% | +2.5% |
| 30D | -1.2% | -6.8% | +5.7% | +0.4% |
| 3M | +3.5% | +2.7% | +0.8% | +2.9% |
| 6M | -6.1% | +5.5% | -11.5% | -7.3% |
| YTD | +7.6% | +15.7% | -8.1% | +4.0% |
| 1Y | +11.9% | +20.9% | -9.0% | +7.0% |
| 3Y | +48.4% | +112.4% | -64.0% | +24.0% |
| 5Y | +44.8% | +101.4% | -56.6% | +20.8% |
| 10Y | +115.9% | +60.6% | +55.2% | +75.1% |
| All | +576.2% | +2,840.2% | -2,264.0% | +183.7% |
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 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