+11.4%
FPS vs SPG
+10.2%
+1.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +3.1% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | -16.5% | -4.9% | -11.6% | -16.8% |
| 3M | -45.5% | +3.3% | -48.8% | -49.7% |
| 6M | +2.1% | +11.2% | -9.1% | -9.8% |
| All | +11.4% | +10.2% | +1.2% | +1.0% |
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